-13.3%
IBM vs WAB
+46.5%
-59.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.8% |
| 7D | +0.4% | +4.5% | -4.1% | +0.9% |
| 30D | +14.8% | +1.1% | +13.7% | +14.9% |
| 3M | +8.9% | -1.3% | +10.2% | +8.8% |
| 6M | +12.4% | +12.7% | -0.3% | +14.0% |
| YTD | -12.4% | +38.7% | -51.1% | -19.3% |
| 1Y | -13.3% | +44.9% | -58.2% | -22.0% |
| All | -13.3% | +46.5% | -59.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling