+2,544.4%
IBM vs WM
+29,154.7%
-26,610.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.0% |
| 7D | -4.3% | +4.5% | -8.8% | -5.1% |
| 30D | +11.7% | +16.1% | -4.4% | +8.7% |
| 3M | +5.5% | +8.0% | -2.5% | +3.9% |
| 6M | +9.5% | +8.4% | +1.1% | +7.7% |
| YTD | -14.9% | +11.2% | -26.1% | -16.8% |
| 1Y | -17.4% | +22.3% | -39.7% | -20.6% |
| 3Y | +83.3% | +50.2% | +33.0% | +69.4% |
| 5Y | +142.1% | +63.3% | +78.8% | +119.5% |
| 10Y | +157.2% | +355.0% | -197.9% | +98.7% |
| All | +2,544.4% | +29,154.7% | -26,610.3% | +1,559.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling