+2,413.6%
IBM vs WFC
+8,676.2%
-6,262.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.6% |
| 6M | -4.7% | +8.4% | -13.1% | -6.9% |
| YTD | -19.1% | -1.9% | -17.2% | -18.7% |
| 1Y | -2.5% | +12.3% | -14.8% | -5.6% |
| 3Y | +74.2% | +132.3% | -58.2% | +37.3% |
| 5Y | +113.1% | +130.1% | -16.9% | +65.2% |
| 10Y | +133.5% | +134.4% | -0.9% | +73.1% |
| All | +2,413.6% | +8,676.2% | -6,262.6% | +579.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling