+461.7%
IBM vs WU
-19.6%
+481.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | +0.3% | -1.1% | +1.4% | +0.5% |
| 3M | -21.6% | -3.9% | -17.7% | -21.6% |
| 6M | -4.7% | -20.7% | +16.0% | +1.5% |
| YTD | -19.1% | -18.4% | -0.7% | -14.7% |
| 1Y | -2.5% | -8.1% | +5.6% | -1.8% |
| 3Y | +74.2% | -24.2% | +98.3% | +83.3% |
| 5Y | +113.1% | -50.4% | +163.6% | +154.2% |
| 10Y | +133.5% | -40.0% | +173.6% | +155.2% |
| All | +461.7% | -19.6% | +481.3% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling