+143.3%
IBM vs WWD
+190.4%
-47.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -0.3% |
| 7D | -2.5% | +4.2% | -6.7% | -3.2% |
| 30D | +8.4% | -0.8% | +9.1% | +8.4% |
| 3M | +4.5% | -8.2% | +12.6% | +5.6% |
| 6M | +7.9% | -9.8% | +17.7% | +8.8% |
| YTD | -15.2% | +10.4% | -25.6% | -18.7% |
| 1Y | -17.6% | +25.5% | -43.1% | -23.4% |
| 3Y | +82.1% | +155.8% | -73.7% | +41.3% |
| 5Y | +143.3% | +187.3% | -44.0% | +79.6% |
| All | +143.3% | +190.4% | -47.1% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling