+80.4%
IBM vs WM
+47.1%
+33.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | -5.0% | +1.2% | -6.2% | -5.3% |
| 30D | +11.1% | +13.1% | -2.0% | +7.6% |
| 3M | +5.7% | +3.6% | +2.1% | +4.6% |
| 6M | +10.1% | +8.1% | +2.0% | +8.3% |
| YTD | -15.6% | +8.9% | -24.5% | -17.7% |
| 1Y | -19.5% | +20.3% | -39.9% | -24.4% |
| 3Y | +80.4% | +46.2% | +34.2% | +59.6% |
| All | +80.4% | +47.1% | +33.3% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling