-2.5%
IBM vs WAT
+41.4%
-43.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | +0.3% | +2.3% | -2.1% | -0.3% |
| 3M | -21.6% | +8.7% | -30.3% | -23.2% |
| 6M | -4.7% | +28.3% | -33.0% | -9.9% |
| YTD | -19.1% | +7.8% | -26.9% | -22.1% |
| 1Y | -2.5% | +36.6% | -39.1% | -7.2% |
| All | -2.5% | +41.4% | -43.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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