+330.5%
IBM vs WCC
+1,713.7%
-1,383.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.6% |
| 7D | -0.3% | +4.5% | -4.8% | -1.1% |
| 30D | +0.3% | -5.8% | +6.1% | +1.2% |
| 3M | -21.6% | -3.7% | -17.9% | -21.8% |
| 6M | -4.7% | +23.1% | -27.8% | -10.0% |
| YTD | -19.1% | +44.2% | -63.2% | -26.0% |
| 1Y | -2.5% | +62.1% | -64.6% | -13.1% |
| 3Y | +74.2% | +121.1% | -47.0% | +41.0% |
| 5Y | +113.1% | +214.0% | -100.8% | +55.4% |
| 10Y | +133.5% | +472.8% | -339.3% | +39.8% |
| All | +330.5% | +1,713.7% | -1,383.3% | +71.3% |
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