+144.5%
IBM vs WWD
+479.8%
-335.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | +3.6% | +0.6% | +2.9% | +3.4% |
| 30D | +1.5% | -5.1% | +6.6% | +2.9% |
| 3M | -12.9% | -11.2% | -1.7% | -10.7% |
| 6M | -3.9% | -12.0% | +8.1% | -2.0% |
| YTD | -17.3% | +12.0% | -29.3% | -22.2% |
| 1Y | -5.0% | +42.8% | -47.8% | -17.4% |
| 3Y | +78.2% | +168.9% | -90.7% | +24.0% |
| 5Y | +120.6% | +192.2% | -71.6% | +45.6% |
| 10Y | +144.5% | +495.3% | -350.8% | +23.9% |
| All | +144.5% | +479.8% | -335.3% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling