+147.3%
IBM vs WCN
+322.1%
-174.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +2.6% | -1.0% | +0.5% |
| 30D | +9.2% | +23.9% | -14.7% | -0.7% |
| 3M | +4.9% | +17.4% | -12.5% | -2.4% |
| 6M | +16.8% | +28.0% | -11.2% | +4.5% |
| YTD | -14.3% | +11.6% | -25.8% | -18.9% |
| 1Y | -16.7% | +16.9% | -33.6% | -23.0% |
| 3Y | +82.2% | +51.6% | +30.6% | +47.8% |
| 5Y | +149.9% | +48.0% | +102.0% | +100.5% |
| All | +147.3% | +322.1% | -174.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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