+115.5%
IBM vs WEC
+31.0%
+84.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +0.3% | -1.3% | +1.6% | +0.5% |
| 3M | -21.6% | -3.9% | -17.7% | -20.7% |
| 6M | -4.7% | -8.3% | +3.6% | -2.5% |
| YTD | -19.1% | +3.1% | -22.1% | -20.3% |
| 1Y | -2.5% | +1.9% | -4.4% | -3.8% |
| 3Y | +74.2% | +41.9% | +32.2% | +53.4% |
| All | +115.5% | +31.0% | +84.5% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling