+2,413.6%
IBM vs WST
+12,330.1%
-9,916.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +0.3% | -3.1% | +3.4% | +0.9% |
| 3M | -21.6% | +7.2% | -28.8% | -22.8% |
| 6M | -4.7% | +36.8% | -41.5% | -10.9% |
| YTD | -19.1% | +23.8% | -42.9% | -23.0% |
| 1Y | -2.5% | +37.8% | -40.3% | -9.7% |
| 3Y | +74.2% | -15.9% | +90.0% | +68.9% |
| 5Y | +113.1% | -25.8% | +139.0% | +106.8% |
| 10Y | +133.5% | +319.6% | -186.1% | +40.8% |
| All | +2,413.6% | +12,330.1% | -9,916.5% | +652.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling