+2,516.8%
IBM vs WEC
+4,404.6%
-1,887.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.2% | +1.4% | -3.6% | -2.6% |
| 30D | +7.7% | +12.8% | -5.1% | +3.6% |
| 3M | +3.5% | +11.2% | -7.7% | -0.1% |
| 6M | +7.2% | +6.6% | +0.6% | +4.8% |
| YTD | -15.8% | +13.8% | -29.6% | -19.7% |
| 1Y | -19.3% | +7.6% | -26.9% | -21.6% |
| 3Y | +78.0% | +62.2% | +15.8% | +50.2% |
| 5Y | +143.0% | +52.0% | +91.1% | +107.8% |
| 10Y | +139.9% | +189.4% | -49.4% | +66.4% |
| All | +2,516.8% | +4,404.6% | -1,887.8% | +812.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling