+2,069.2%
IBM vs WAB
+4,092.2%
-2,023.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -0.3% | -3.2% | +2.9% | +0.5% |
| 30D | +0.3% | -4.4% | +4.7% | +1.3% |
| 3M | -21.6% | +7.9% | -29.5% | -23.4% |
| 6M | -4.7% | +8.7% | -13.4% | -7.5% |
| YTD | -19.1% | +33.0% | -52.1% | -25.3% |
| 1Y | -2.5% | +46.7% | -49.2% | -12.2% |
| 3Y | +74.2% | +153.0% | -78.8% | +36.7% |
| 5Y | +113.1% | +222.3% | -109.1% | +56.4% |
| 10Y | +133.5% | +291.0% | -157.4% | +56.4% |
| All | +2,069.2% | +4,092.2% | -2,023.0% | +735.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling