+3,943.2%
IBM vs WWD
+14,812.3%
-10,869.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -0.6% |
| 7D | -2.5% | +4.2% | -6.7% | -3.5% |
| 30D | +8.4% | -0.8% | +9.1% | +8.3% |
| 3M | +4.5% | -8.2% | +12.6% | +6.0% |
| 6M | +7.9% | -9.8% | +17.7% | +9.2% |
| YTD | -15.2% | +10.4% | -25.6% | -18.7% |
| 1Y | -17.6% | +25.5% | -43.1% | -23.5% |
| 3Y | +82.1% | +155.8% | -73.7% | +42.1% |
| 5Y | +143.3% | +187.3% | -44.0% | +82.0% |
| 10Y | +149.9% | +462.7% | -312.8% | +55.5% |
| All | +3,943.2% | +14,812.3% | -10,869.2% | +1,485.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling