+139.9%
IBM vs WFC
+130.3%
+9.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | -2.2% | +0.9% | -3.1% | -2.5% |
| 30D | +7.7% | +3.3% | +4.4% | +6.3% |
| 3M | +3.5% | -1.4% | +4.9% | +3.8% |
| 6M | +7.2% | +14.7% | -7.5% | +2.0% |
| YTD | -15.8% | -5.9% | -9.9% | -14.1% |
| 1Y | -19.3% | +1.8% | -21.1% | -20.1% |
| 3Y | +78.0% | +124.9% | -46.9% | +27.9% |
| 5Y | +143.0% | +92.7% | +50.3% | +79.5% |
| 10Y | +139.9% | +118.2% | +21.7% | +60.2% |
| All | +139.9% | +130.3% | +9.7% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling