+2,413.6%
IBM vs GWW
+14,492.5%
-12,078.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | +0.3% | +3.3% | -3.0% | -0.9% |
| 3M | -21.6% | +2.9% | -24.5% | -22.6% |
| 6M | -4.7% | +15.8% | -20.5% | -9.9% |
| YTD | -19.1% | +32.0% | -51.1% | -27.1% |
| 1Y | -2.5% | +29.9% | -32.4% | -11.8% |
| 3Y | +74.2% | +91.1% | -16.9% | +36.6% |
| 5Y | +113.1% | +223.9% | -110.8% | +36.5% |
| 10Y | +133.5% | +567.0% | -433.5% | +11.6% |
| All | +2,413.6% | +14,492.5% | -12,078.9% | +335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling