+700.6%
IBM vs WCN
+6,839.3%
-6,138.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +0.3% | +0.4% | -0.2% | +0.2% |
| 3M | -21.6% | +7.3% | -28.9% | -22.8% |
| 6M | -4.7% | -2.5% | -2.2% | -4.5% |
| YTD | -19.1% | -5.4% | -13.7% | -18.4% |
| 1Y | -2.5% | -8.5% | +6.0% | -1.1% |
| 3Y | +74.2% | +20.8% | +53.4% | +66.1% |
| 5Y | +113.1% | +30.0% | +83.1% | +98.8% |
| 10Y | +133.5% | +238.4% | -104.9% | +81.0% |
| All | +700.6% | +6,839.3% | -6,138.7% | +329.6% |
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