+149.9%
IBM vs W
+268.4%
-118.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | 0.0% |
| 7D | -2.5% | +3.3% | -5.8% | -2.9% |
| 30D | +8.4% | +10.5% | -2.2% | +7.3% |
| 3M | +4.5% | +9.6% | -5.2% | +3.4% |
| 6M | +7.9% | +76.4% | -68.5% | +1.5% |
| YTD | -15.2% | +16.4% | -31.6% | -17.6% |
| 1Y | -17.6% | +9.3% | -26.9% | -19.6% |
| 3Y | +82.1% | +172.8% | -90.8% | +57.9% |
| 5Y | +143.3% | -53.4% | +196.7% | +131.0% |
| 10Y | +149.9% | +243.6% | -93.7% | +77.5% |
| All | +149.9% | +268.4% | -118.5% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling