+140.5%
IBM vs WY
+10.1%
+130.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +3.6% | -1.7% | +5.2% | +4.1% |
| 30D | +1.5% | -9.9% | +11.4% | +5.1% |
| 3M | -12.9% | -7.5% | -5.4% | -11.1% |
| 6M | -3.9% | -5.1% | +1.2% | -3.1% |
| YTD | -17.3% | -2.1% | -15.2% | -17.8% |
| 1Y | -5.0% | -7.3% | +2.4% | -4.0% |
| 3Y | +78.2% | -22.6% | +100.9% | +88.2% |
| 5Y | +120.6% | -19.8% | +140.4% | +124.6% |
| All | +140.5% | +10.1% | +130.3% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling