+131.6%
IBM vs W
+146.2%
-14.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +0.3% | +6.5% | -6.2% | -0.3% |
| 30D | -1.5% | -6.2% | +4.7% | -1.0% |
| 3M | -16.8% | +48.9% | -65.6% | -20.3% |
| 6M | -9.0% | +31.2% | -40.2% | -12.2% |
| YTD | -20.1% | -0.4% | -19.6% | -21.1% |
| 1Y | -7.0% | +14.8% | -21.8% | -9.8% |
| 3Y | +72.4% | +40.5% | +31.9% | +57.8% |
| 5Y | +112.0% | -62.1% | +174.1% | +105.1% |
| 10Y | +131.6% | +141.5% | -10.0% | +65.9% |
| All | +131.6% | +146.2% | -14.7% | +65.9% |
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