+72.4%
IBM vs WAB
+168.6%
-96.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +0.3% | +1.7% | -1.4% | -0.1% |
| 30D | -1.5% | -2.4% | +0.9% | -1.0% |
| 3M | -16.8% | +9.7% | -26.4% | -19.1% |
| 6M | -9.0% | +16.5% | -25.5% | -14.0% |
| YTD | -20.1% | +33.7% | -53.8% | -28.4% |
| 1Y | -7.0% | +49.7% | -56.7% | -20.4% |
| 3Y | +72.4% | +170.9% | -98.6% | +23.8% |
| All | +72.4% | +168.6% | -96.2% | +23.8% |
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