+112.0%
IBM vs WAT
-4.5%
+116.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | -1.5% | -1.0% | -0.5% | -1.3% |
| 3M | -16.8% | +10.9% | -27.7% | -18.6% |
| 6M | -9.0% | +33.2% | -42.2% | -14.4% |
| YTD | -20.1% | +6.1% | -26.1% | -21.7% |
| 1Y | -7.0% | +30.2% | -37.3% | -12.6% |
| 3Y | +72.4% | +52.9% | +19.5% | +54.6% |
| 5Y | +112.0% | -5.1% | +117.1% | +92.1% |
| All | +112.0% | -4.5% | +116.4% | +92.1% |
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