+748.1%
IBM vs WCN
+8,080.5%
-7,332.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +2.6% | -1.0% | +1.0% |
| 30D | +9.2% | +23.9% | -14.7% | +4.1% |
| 3M | +4.9% | +17.4% | -12.5% | +1.1% |
| 6M | +16.8% | +28.0% | -11.2% | +10.4% |
| YTD | -14.3% | +11.6% | -25.8% | -16.7% |
| 1Y | -16.7% | +16.9% | -33.6% | -19.9% |
| 3Y | +82.2% | +51.6% | +30.6% | +65.5% |
| 5Y | +149.9% | +48.0% | +102.0% | +126.5% |
| 10Y | +142.6% | +322.6% | -180.0% | +79.3% |
| All | +748.1% | +8,080.5% | -7,332.4% | +338.4% |
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