+349.0%
IBM vs WCC
+1,412.6%
-1,063.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.3% |
| 7D | -5.0% | -14.7% | +9.7% | -2.4% |
| 30D | +11.1% | -20.1% | +31.2% | +15.3% |
| 3M | +5.7% | -21.2% | +26.9% | +9.7% |
| 6M | +10.1% | -19.2% | +29.3% | +12.6% |
| YTD | -15.6% | +20.2% | -35.8% | -20.6% |
| 1Y | -19.5% | +14.5% | -34.0% | -23.6% |
| 3Y | +80.4% | +115.1% | -34.7% | +46.1% |
| 5Y | +140.0% | +121.5% | +18.5% | +86.2% |
| 10Y | +155.0% | +468.1% | -313.1% | +52.5% |
| All | +349.0% | +1,412.6% | -1,063.6% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling