+149.6%
IBM vs WM
+339.4%
-189.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.1% |
| 7D | -5.0% | +1.2% | -6.2% | -5.5% |
| 30D | +11.1% | +13.1% | -2.0% | +4.7% |
| 3M | +5.7% | +3.6% | +2.1% | +3.6% |
| 6M | +10.1% | +8.1% | +2.0% | +5.7% |
| YTD | -15.6% | +8.9% | -24.5% | -19.9% |
| 1Y | -19.5% | +20.3% | -39.9% | -27.5% |
| 3Y | +80.4% | +46.2% | +34.2% | +44.2% |
| 5Y | +140.0% | +59.9% | +80.1% | +78.6% |
| All | +149.6% | +339.4% | -189.8% | +9.9% |
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