+114.9%
IBM vs NWSA
+102.5%
+12.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.1% |
| 7D | +1.6% | +2.2% | -0.6% | +0.8% |
| 30D | +9.2% | -8.8% | +18.0% | +12.2% |
| 3M | +4.9% | -6.5% | +11.4% | +6.8% |
| 6M | +16.8% | +1.5% | +15.3% | +15.5% |
| YTD | -14.3% | +4.0% | -18.3% | -16.0% |
| 1Y | -16.7% | +3.4% | -20.2% | -18.2% |
| 3Y | +82.2% | +34.8% | +47.4% | +62.5% |
| 5Y | +149.9% | +18.4% | +131.6% | +126.2% |
| 10Y | +142.6% | +149.2% | -6.6% | +58.4% |
| All | +114.9% | +102.5% | +12.4% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling