+2,562.9%
IBM vs WSM
+38,954.9%
-36,392.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +9.2% | +5.1% | +4.1% | +8.4% |
| 3M | +4.9% | +5.1% | -0.2% | +4.1% |
| 6M | +16.8% | +48.6% | -31.8% | +10.0% |
| YTD | -14.3% | +44.2% | -58.5% | -18.9% |
| 1Y | -16.7% | +38.1% | -54.8% | -20.7% |
| 3Y | +82.2% | +257.2% | -175.0% | +47.9% |
| 5Y | +149.9% | +165.1% | -15.2% | +105.9% |
| 10Y | +142.6% | +1,123.6% | -981.0% | +53.6% |
| All | +2,562.9% | +38,954.9% | -36,392.1% | +910.9% |
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