+143.8%
IBM vs GWW
+570.2%
-426.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +3.6% | -3.4% | +6.9% | +4.8% |
| 30D | +3.1% | -1.9% | +5.0% | +3.7% |
| 3M | -10.8% | -2.4% | -8.5% | -10.4% |
| 6M | -0.8% | +15.7% | -16.5% | -6.4% |
| YTD | -16.2% | +27.6% | -43.8% | -23.8% |
| 1Y | -2.9% | +27.2% | -30.1% | -11.7% |
| 3Y | +79.8% | +89.7% | -9.8% | +40.3% |
| 5Y | +124.9% | +223.9% | -99.0% | +40.7% |
| All | +143.8% | +570.2% | -426.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling