+143.3%
IBM vs WAT
+35.9%
+107.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.4% |
| 7D | -2.5% | +6.0% | -8.6% | -3.8% |
| 30D | +8.4% | +9.9% | -1.5% | +6.2% |
| 3M | +4.5% | +17.2% | -12.7% | +0.8% |
| 6M | +7.9% | +34.2% | -26.3% | +1.0% |
| YTD | -15.2% | +25.5% | -40.7% | -20.0% |
| 1Y | -17.6% | +28.3% | -45.8% | -22.6% |
| 3Y | +82.1% | +88.4% | -6.3% | +55.1% |
| 5Y | +143.3% | +36.1% | +107.2% | +112.5% |
| All | +143.3% | +35.9% | +107.4% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling