+113.2%
IBM vs W
+176.2%
-63.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -0.3% | -4.2% | +3.9% | 0.0% |
| 30D | +0.3% | -7.6% | +7.8% | +0.9% |
| 3M | -21.6% | +37.2% | -58.8% | -24.1% |
| 6M | -4.7% | +26.3% | -31.0% | -7.5% |
| YTD | -19.1% | -1.0% | -18.1% | -20.0% |
| 1Y | -2.5% | +20.1% | -22.6% | -5.5% |
| 3Y | +74.2% | +37.8% | +36.4% | +61.1% |
| 5Y | +113.1% | -63.7% | +176.8% | +105.9% |
| 10Y | +133.5% | +156.3% | -22.8% | +76.7% |
| All | +113.2% | +176.2% | -63.0% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling