+144.5%
IBM vs WAT
+156.2%
-11.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | +3.6% | -1.8% | +5.3% | +4.1% |
| 30D | +1.5% | -1.7% | +3.2% | +2.1% |
| 3M | -12.9% | +9.1% | -22.0% | -15.3% |
| 6M | -3.9% | +32.4% | -36.3% | -12.2% |
| YTD | -17.3% | +6.6% | -23.9% | -19.8% |
| 1Y | -5.0% | +34.7% | -39.7% | -14.5% |
| 3Y | +78.2% | +53.6% | +24.6% | +47.1% |
| 5Y | +120.6% | -4.1% | +124.7% | +111.5% |
| 10Y | +144.5% | +167.9% | -23.4% | +51.8% |
| All | +144.5% | +156.2% | -11.8% | +51.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling