+134.5%
IBM vs WSM
+1,058.9%
-924.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -1.8% | -10.7% | +8.9% | +0.1% |
| 3M | -13.5% | +8.5% | -21.9% | -14.9% |
| 6M | -5.1% | +19.6% | -24.7% | -8.5% |
| YTD | -19.4% | +26.6% | -46.0% | -22.9% |
| 1Y | -6.5% | +12.0% | -18.5% | -8.9% |
| 3Y | +73.8% | +226.6% | -152.8% | +35.3% |
| 5Y | +116.3% | +174.1% | -57.8% | +68.1% |
| All | +134.5% | +1,058.9% | -924.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WSM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling