+2,533.7%
IBM vs WFC
+8,288.7%
-5,755.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | 0.0% |
| 7D | -2.5% | +0.1% | -2.7% | -2.6% |
| 30D | +8.4% | +2.9% | +5.4% | +7.5% |
| 3M | +4.5% | -1.4% | +5.9% | +4.7% |
| 6M | +7.9% | +14.3% | -6.5% | +4.2% |
| YTD | -15.2% | -6.2% | -9.0% | -13.9% |
| 1Y | -17.6% | +1.6% | -19.2% | -18.1% |
| 3Y | +82.1% | +126.9% | -44.9% | +44.5% |
| 5Y | +143.3% | +94.0% | +49.4% | +97.3% |
| 10Y | +149.9% | +134.0% | +15.9% | +85.6% |
| All | +2,533.7% | +8,288.7% | -5,755.0% | +619.8% |
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