+115.5%
IBM vs WCC
+216.1%
-100.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.5% |
| 7D | -0.3% | +4.5% | -4.8% | -0.9% |
| 30D | +0.3% | -5.8% | +6.1% | +1.0% |
| 3M | -21.6% | -3.7% | -17.9% | -21.6% |
| 6M | -4.7% | +23.1% | -27.8% | -9.1% |
| YTD | -19.1% | +44.2% | -63.2% | -25.0% |
| 1Y | -2.5% | +62.1% | -64.6% | -11.6% |
| 3Y | +74.2% | +121.1% | -47.0% | +44.9% |
| All | +115.5% | +216.1% | -100.6% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling