+2,413.6%
IBM vs WSM
+34,755.7%
-32,342.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -0.3% | -3.3% | +3.0% | +0.2% |
| 30D | +0.3% | -8.4% | +8.7% | +1.5% |
| 3M | -21.6% | +9.7% | -31.3% | -22.8% |
| 6M | -4.7% | +16.7% | -21.4% | -7.0% |
| YTD | -19.1% | +28.7% | -47.8% | -22.1% |
| 1Y | -2.5% | +13.7% | -16.2% | -4.6% |
| 3Y | +74.2% | +230.1% | -155.9% | +42.8% |
| 5Y | +113.1% | +179.0% | -65.8% | +74.2% |
| 10Y | +133.5% | +1,002.5% | -869.0% | +50.2% |
| All | +2,413.6% | +34,755.7% | -32,342.1% | +870.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling