+139.9%
IBM vs WWD
+460.9%
-321.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | +7.7% | -0.4% | +8.1% | +7.5% |
| 3M | +3.5% | -6.1% | +9.6% | +4.8% |
| 6M | +7.2% | -9.5% | +16.7% | +8.6% |
| YTD | -15.8% | +10.8% | -26.6% | -20.7% |
| 1Y | -19.3% | +23.5% | -42.8% | -26.8% |
| 3Y | +78.0% | +151.3% | -73.3% | +26.3% |
| 5Y | +143.0% | +187.8% | -44.8% | +60.8% |
| 10Y | +139.9% | +461.1% | -321.2% | +28.7% |
| All | +139.9% | +460.9% | -321.0% | +28.7% |
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