-18.7%
IBM vs WU
-14.8%
-4.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.2% |
| 7D | -1.5% | +11.0% | -12.6% | -4.0% |
| 30D | +8.4% | +13.4% | -5.0% | +5.1% |
| 3M | +4.2% | +2.2% | +2.0% | +3.3% |
| 6M | +7.9% | -18.2% | +26.1% | +12.1% |
| YTD | -15.2% | -18.3% | +3.1% | -11.5% |
| 1Y | -18.7% | -12.2% | -6.6% | -16.1% |
| All | -18.7% | -14.8% | -4.0% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling