+144.5%
IBM vs WEC
+141.2%
+3.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | +1.5% | +0.9% | +0.6% | +1.1% |
| 3M | -12.9% | -5.3% | -7.6% | -11.2% |
| 6M | -3.9% | -6.6% | +2.7% | -1.8% |
| YTD | -17.3% | +3.3% | -20.6% | -18.9% |
| 1Y | -5.0% | +2.1% | -7.1% | -6.5% |
| 3Y | +78.2% | +39.6% | +38.6% | +54.0% |
| 5Y | +120.6% | +31.2% | +89.5% | +93.2% |
| 10Y | +144.5% | +148.4% | -4.0% | +83.1% |
| All | +144.5% | +141.2% | +3.3% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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