+80.3%
IBM vs WAB
+173.8%
-93.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.3% |
| 7D | -1.5% | +4.0% | -5.5% | -2.3% |
| 30D | +8.4% | +6.3% | +2.1% | +7.0% |
| 3M | +4.2% | +3.3% | +0.9% | +3.3% |
| 6M | +7.9% | +14.5% | -6.5% | +4.0% |
| YTD | -15.2% | +42.7% | -57.9% | -25.3% |
| 1Y | -18.7% | +45.2% | -63.9% | -29.0% |
| All | +80.3% | +173.8% | -93.5% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling