+138.2%
IBM vs W
-54.5%
+192.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | -5.0% | -3.6% | -1.4% | -4.7% |
| 30D | +11.1% | +7.0% | +4.1% | +10.5% |
| 3M | +5.7% | +7.4% | -1.7% | +5.0% |
| 6M | +10.1% | +69.3% | -59.2% | +4.9% |
| YTD | -15.6% | +11.3% | -26.9% | -17.4% |
| 1Y | -19.5% | +13.2% | -32.8% | -21.5% |
| 3Y | +80.4% | +142.0% | -61.6% | +62.8% |
| All | +138.2% | -54.5% | +192.7% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling