+149.6%
IBM vs WST
+441.1%
-291.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.1% |
| 7D | -5.0% | -3.1% | -1.9% | -4.6% |
| 30D | +11.1% | +9.1% | +2.0% | +10.0% |
| 3M | +5.7% | +14.7% | -9.0% | +4.0% |
| 6M | +10.1% | +28.0% | -17.9% | +6.9% |
| YTD | -15.6% | +45.6% | -61.3% | -19.6% |
| 1Y | -19.5% | +45.7% | -65.2% | -23.4% |
| 3Y | +80.4% | +21.1% | +59.3% | +69.2% |
| 5Y | +140.0% | +0.3% | +139.7% | +129.3% |
| All | +149.6% | +441.1% | -291.6% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling