+115.5%
IBM vs WFC
+129.3%
-13.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -0.3% | +3.8% | -4.1% | -1.3% |
| 30D | +0.3% | +1.5% | -1.2% | -0.2% |
| 3M | -21.6% | +10.9% | -32.5% | -23.7% |
| 6M | -4.7% | +8.4% | -13.1% | -6.9% |
| YTD | -19.1% | -1.9% | -17.2% | -18.8% |
| 1Y | -2.5% | +12.3% | -14.8% | -5.5% |
| 3Y | +74.2% | +132.3% | -58.2% | +38.9% |
| All | +115.5% | +129.3% | -13.8% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling