+112.0%
IBM vs NWSA
+40.6%
+71.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +0.3% | -2.6% | +2.9% | +1.1% |
| 30D | -1.5% | +4.6% | -6.0% | -2.7% |
| 3M | -16.8% | +10.2% | -27.0% | -19.1% |
| 6M | -9.0% | +21.6% | -30.7% | -13.9% |
| YTD | -20.1% | +14.6% | -34.7% | -23.2% |
| 1Y | -7.0% | +0.4% | -7.4% | -8.0% |
| 3Y | +72.4% | +45.0% | +27.4% | +56.5% |
| 5Y | +112.0% | +41.3% | +70.7% | +90.6% |
| All | +112.0% | +40.6% | +71.3% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling