-5.0%
IBM vs WAB
+47.7%
-52.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +3.3% |
| 7D | +3.6% | +0.2% | +3.3% | +3.6% |
| 30D | +1.5% | -4.6% | +6.1% | +1.2% |
| 3M | -12.9% | +5.6% | -18.6% | -12.7% |
| 6M | -3.9% | +13.8% | -17.7% | -5.5% |
| YTD | -17.3% | +31.9% | -49.2% | -23.7% |
| 1Y | -5.0% | +48.3% | -53.2% | -16.0% |
| All | -5.0% | +47.7% | -52.7% | -16.0% |
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