+144.7%
IBM vs WCN
+48.0%
+96.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -1.5% | +2.6% | -4.1% | -2.2% |
| 30D | +8.4% | +25.3% | -16.9% | +2.0% |
| 3M | +4.2% | +15.2% | -11.0% | +0.2% |
| 6M | +7.9% | +26.4% | -18.5% | +1.4% |
| YTD | -15.2% | +9.9% | -25.1% | -17.2% |
| 1Y | -18.7% | +16.2% | -34.9% | -22.0% |
| 3Y | +79.2% | +49.4% | +29.8% | +63.3% |
| 5Y | +144.7% | +46.2% | +98.6% | +122.0% |
| All | +144.7% | +48.0% | +96.8% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling