+77.4%
IBM vs GWW
+89.5%
-12.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.6% |
| 7D | +3.6% | -0.5% | +4.0% | +3.7% |
| 30D | +1.5% | -1.4% | +3.0% | +1.8% |
| 3M | -12.9% | -3.6% | -9.3% | -12.2% |
| 6M | -3.9% | +15.1% | -19.0% | -8.8% |
| YTD | -17.3% | +27.5% | -44.8% | -24.7% |
| 1Y | -5.0% | +29.6% | -34.6% | -14.0% |
| All | +77.4% | +89.5% | -12.1% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling