+739.2%
IBM vs WCN
+7,961.2%
-7,222.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -1.5% | +2.6% | -4.1% | -2.1% |
| 30D | +8.4% | +25.3% | -16.9% | +3.1% |
| 3M | +4.2% | +15.2% | -11.0% | +0.8% |
| 6M | +7.9% | +26.4% | -18.5% | +2.3% |
| YTD | -15.2% | +9.9% | -25.1% | -17.3% |
| 1Y | -18.7% | +16.2% | -34.9% | -21.8% |
| 3Y | +79.2% | +49.4% | +29.8% | +63.2% |
| 5Y | +144.7% | +46.2% | +98.6% | +122.4% |
| 10Y | +141.6% | +305.7% | -164.1% | +79.9% |
| All | +739.2% | +7,961.2% | -7,222.0% | +335.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling