+144.8%
IBM vs WM
+331.3%
-186.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.9% |
| 30D | +6.8% | +15.2% | -8.5% | -0.3% |
| 3M | +4.4% | +8.3% | -3.9% | +0.3% |
| 6M | +13.2% | +13.1% | 0.0% | +6.4% |
| YTD | -15.1% | +12.5% | -27.7% | -20.6% |
| 1Y | -20.2% | +21.8% | -42.0% | -28.4% |
| 3Y | +79.3% | +48.8% | +30.5% | +42.4% |
| 5Y | +147.5% | +62.1% | +85.4% | +83.8% |
| All | +144.8% | +331.3% | -186.5% | +11.7% |
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