+3,945.0%
IBM vs WWD
+14,867.0%
-10,922.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.5% | +0.4% | -2.0% | -1.7% |
| 30D | +8.4% | -0.4% | +8.8% | +8.3% |
| 3M | +4.2% | -6.1% | +10.3% | +5.2% |
| 6M | +7.9% | -9.5% | +17.4% | +9.2% |
| YTD | -15.2% | +10.8% | -26.0% | -18.8% |
| 1Y | -18.7% | +23.5% | -42.3% | -24.2% |
| 3Y | +79.2% | +151.3% | -72.1% | +40.5% |
| 5Y | +144.7% | +187.8% | -43.1% | +83.0% |
| 10Y | +141.6% | +461.1% | -319.5% | +50.4% |
| All | +3,945.0% | +14,867.0% | -10,922.0% | +1,485.4% |
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