+112.0%
IBM vs WWD
+192.1%
-80.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | -1.5% | -6.4% | +4.9% | -0.5% |
| 3M | -16.8% | -5.6% | -11.1% | -16.5% |
| 6M | -9.0% | -9.1% | +0.1% | -8.6% |
| YTD | -20.1% | +12.5% | -32.6% | -23.5% |
| 1Y | -7.0% | +41.3% | -48.3% | -16.0% |
| 3Y | +72.4% | +170.2% | -97.8% | +31.6% |
| 5Y | +112.0% | +192.5% | -80.5% | +56.9% |
| All | +112.0% | +192.1% | -80.1% | +56.9% |
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 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