-13.3%
IBM vs WWD
+27.2%
-40.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.6% |
| 7D | +0.4% | +7.3% | -6.9% | +0.8% |
| 30D | +14.8% | -2.0% | +16.8% | +14.7% |
| 3M | +8.9% | -12.6% | +21.5% | +7.9% |
| 6M | +12.4% | -8.4% | +20.9% | +11.8% |
| YTD | -12.4% | +8.2% | -20.6% | -12.7% |
| 1Y | -13.3% | +26.5% | -39.8% | -15.3% |
| All | -13.3% | +27.2% | -40.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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