+132.4%
IBM vs WM
+306.5%
-174.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +0.3% | -2.4% | +2.6% | +1.3% |
| 3M | -21.6% | +0.4% | -22.0% | -21.8% |
| 6M | -4.7% | -9.5% | +4.8% | -0.6% |
| YTD | -19.1% | +0.5% | -19.6% | -20.1% |
| 1Y | -2.5% | -1.1% | -1.4% | -3.4% |
| 3Y | +74.2% | +46.0% | +28.1% | +38.5% |
| 5Y | +113.1% | +51.8% | +61.3% | +61.7% |
| All | +132.4% | +306.5% | -174.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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