+2,413.6%
IBM vs WEC
+3,978.4%
-1,564.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -21.6% | -3.9% | -17.7% | -20.7% |
| 6M | -4.7% | -8.3% | +3.6% | -2.3% |
| 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% | +53.3% |
| 5Y | +113.1% | +30.8% | +82.4% | +91.1% |
| 10Y | +133.5% | +141.9% | -8.4% | +71.0% |
| All | +2,413.6% | +3,978.4% | -1,564.8% | +805.4% |
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