+488.6%
IBM vs WU
-20.5%
+509.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -2.5% | +9.1% | -11.6% | -5.5% |
| 30D | +8.4% | +12.1% | -3.7% | +4.1% |
| 3M | +4.5% | +0.3% | +4.1% | +3.9% |
| 6M | +7.9% | -19.1% | +27.0% | +14.0% |
| YTD | -15.2% | -19.2% | +4.0% | -10.6% |
| 1Y | -17.6% | -15.3% | -2.3% | -14.7% |
| 3Y | +82.1% | -21.3% | +103.4% | +89.6% |
| 5Y | +143.3% | -41.7% | +185.0% | +172.8% |
| 10Y | +149.9% | -36.0% | +185.9% | +166.7% |
| All | +488.6% | -20.5% | +509.0% | +426.5% |
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 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