+488.6%
IBM vs WBD
+293.1%
+195.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | +0.3% | +8.8% | -8.5% | -1.3% |
| 3M | -21.6% | +4.6% | -26.2% | -22.4% |
| 6M | -4.7% | +1.1% | -5.8% | -5.0% |
| YTD | -19.1% | -2.0% | -17.1% | -19.0% |
| 1Y | -2.5% | +140.0% | -142.5% | -19.4% |
| 3Y | +74.2% | +144.4% | -70.2% | +36.3% |
| 5Y | +113.1% | -0.2% | +113.4% | +90.7% |
| 10Y | +133.5% | +9.1% | +124.4% | +81.3% |
| All | +488.6% | +293.1% | +195.6% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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