+2,562.9%
IBM vs GWW
+16,336.7%
-13,773.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +1.6% | +3.6% | -2.0% | +0.4% |
| 30D | +9.2% | +12.1% | -2.9% | +5.0% |
| 3M | +4.9% | +12.9% | -8.0% | +0.5% |
| 6M | +16.8% | +19.3% | -2.5% | +9.4% |
| YTD | -14.3% | +48.7% | -63.0% | -25.9% |
| 1Y | -16.7% | +60.5% | -77.2% | -29.9% |
| 3Y | +82.2% | +93.3% | -11.0% | +42.5% |
| 5Y | +149.9% | +219.0% | -69.0% | +61.3% |
| 10Y | +142.6% | +659.0% | -516.4% | +11.0% |
| All | +2,562.9% | +16,336.7% | -13,773.9% | +342.2% |
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