+147.3%
IBM vs WU
-38.9%
+186.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.5% |
| 7D | +1.6% | -2.0% | +3.6% | +2.2% |
| 30D | +9.2% | +11.4% | -2.2% | +4.9% |
| 3M | +4.9% | -6.8% | +11.7% | +7.1% |
| 6M | +16.8% | -14.6% | +31.4% | +21.2% |
| YTD | -14.3% | -20.6% | +6.4% | -8.9% |
| 1Y | -16.7% | -15.4% | -1.3% | -13.7% |
| 3Y | +82.2% | -23.6% | +105.8% | +91.9% |
| 5Y | +149.9% | -43.4% | +193.3% | +187.6% |
| All | +147.3% | -38.9% | +186.2% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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