-6.5%
IBM vs WU
-11.2%
+4.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.3% |
| 7D | -0.3% | -5.0% | +4.7% | +0.9% |
| 30D | -1.8% | -2.3% | +0.4% | -1.4% |
| 3M | -13.5% | -3.2% | -10.2% | -14.8% |
| 6M | -5.1% | -25.0% | +19.9% | +1.6% |
| YTD | -19.4% | -21.7% | +2.3% | -14.8% |
| 1Y | -6.5% | -9.0% | +2.4% | -7.5% |
| All | -6.5% | -11.2% | +4.6% | -7.5% |
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