+144.5%
IBM vs WCC
+506.2%
-361.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.6% |
| 7D | +3.6% | +6.8% | -3.2% | +2.1% |
| 30D | +1.5% | -3.0% | +4.5% | +2.0% |
| 3M | -12.9% | +0.2% | -13.1% | -13.9% |
| 6M | -3.9% | +33.2% | -37.1% | -11.5% |
| YTD | -17.3% | +45.8% | -63.2% | -25.6% |
| 1Y | -5.0% | +68.4% | -73.4% | -17.6% |
| 3Y | +78.2% | +131.1% | -52.9% | +37.3% |
| 5Y | +120.6% | +225.6% | -105.0% | +48.0% |
| 10Y | +144.5% | +534.2% | -389.7% | +15.6% |
| All | +144.5% | +506.2% | -361.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling