+134.5%
IBM vs WY
+7.2%
+127.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.6% |
| 7D | -0.3% | -3.7% | +3.4% | +1.0% |
| 30D | -1.8% | -11.3% | +9.5% | +2.1% |
| 3M | -13.5% | -8.1% | -5.3% | -11.5% |
| 6M | -5.1% | -7.4% | +2.3% | -3.5% |
| YTD | -19.4% | -4.7% | -14.7% | -19.1% |
| 1Y | -6.5% | -9.2% | +2.7% | -4.9% |
| 3Y | +73.8% | -24.7% | +98.5% | +85.3% |
| 5Y | +116.3% | -21.6% | +137.9% | +121.8% |
| All | +134.5% | +7.2% | +127.3% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling