+5,177.6%
IBM vs BWA
+2,626.5%
+2,551.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.1% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | +10.1% | -14.6% | +24.7% | +14.3% |
| 3M | +4.8% | -26.2% | +31.1% | +12.5% |
| 6M | +12.6% | -18.4% | +31.0% | +16.9% |
| YTD | -13.9% | +14.7% | -28.6% | -19.6% |
| 1Y | -18.7% | +13.3% | -32.0% | -24.0% |
| 3Y | +81.9% | +64.7% | +17.2% | +51.2% |
| 5Y | +148.3% | +32.2% | +116.2% | +112.5% |
| 10Y | +143.6% | +96.8% | +46.8% | +79.1% |
| All | +5,177.6% | +2,626.5% | +2,551.2% | +1,829.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling