-19.3%
IBM vs WFC
+1.6%
-20.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | -2.2% | +0.9% | -3.1% | -2.6% |
| 30D | +7.7% | +3.3% | +4.4% | +5.8% |
| 3M | +3.5% | -1.4% | +4.9% | +4.1% |
| 6M | +7.2% | +14.7% | -7.5% | +0.9% |
| YTD | -15.8% | -5.9% | -9.9% | -12.1% |
| 1Y | -19.3% | +1.8% | -21.1% | -18.9% |
| All | -19.3% | +1.6% | -20.9% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling