+144.5%
IBM vs WFC
+138.6%
+5.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.4% | +2.7% |
| 7D | +3.6% | +0.4% | +3.1% | +3.4% |
| 30D | +1.5% | +2.5% | -0.9% | +0.6% |
| 3M | -12.9% | +10.0% | -22.9% | -15.8% |
| 6M | -3.9% | +15.1% | -19.0% | -8.9% |
| YTD | -17.3% | -2.2% | -15.1% | -16.8% |
| 1Y | -5.0% | +13.5% | -18.4% | -9.5% |
| 3Y | +78.2% | +135.2% | -57.0% | +26.0% |
| 5Y | +120.6% | +128.3% | -7.7% | +52.0% |
| 10Y | +144.5% | +142.4% | +2.1% | +54.2% |
| All | +144.5% | +138.6% | +5.9% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WFC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling