+2,208.2%
IBM vs WAB
+4,408.2%
-2,200.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.7% | +3.1% | -4.8% | -2.5% |
| 30D | +10.1% | +6.4% | +3.7% | +8.3% |
| 3M | +4.8% | +2.2% | +2.7% | +4.1% |
| 6M | +12.6% | +13.7% | -1.1% | +8.4% |
| YTD | -13.9% | +43.0% | -56.9% | -22.0% |
| 1Y | -18.7% | +47.0% | -65.7% | -26.8% |
| 3Y | +81.9% | +174.4% | -92.5% | +40.0% |
| 5Y | +148.3% | +222.2% | -73.9% | +81.9% |
| 10Y | +143.6% | +276.9% | -133.3% | +64.0% |
| All | +2,208.2% | +4,408.2% | -2,200.0% | +771.9% |
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