+149.9%
IBM vs WEC
+178.6%
-28.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.1% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +8.4% | +12.9% | -4.6% | +3.6% |
| 3M | +4.5% | +9.8% | -5.3% | +0.8% |
| 6M | +7.9% | +6.7% | +1.1% | +5.1% |
| YTD | -15.2% | +14.0% | -29.2% | -19.8% |
| 1Y | -17.6% | +7.3% | -24.9% | -20.3% |
| 3Y | +82.1% | +63.8% | +18.3% | +48.0% |
| 5Y | +143.3% | +54.8% | +88.6% | +99.9% |
| 10Y | +149.9% | +185.7% | -35.8% | +80.0% |
| All | +149.9% | +178.6% | -28.7% | +80.0% |
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