+2,562.9%
IBM vs WY
+612.4%
+1,950.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +9.2% | +10.1% | -0.9% | +6.0% |
| 3M | +4.9% | -15.4% | +20.3% | +9.7% |
| 6M | +16.8% | -8.3% | +25.1% | +18.7% |
| YTD | -14.3% | -9.8% | -4.5% | -12.8% |
| 1Y | -16.7% | -3.9% | -12.8% | -16.9% |
| 3Y | +82.2% | -23.3% | +105.5% | +91.0% |
| 5Y | +149.9% | -31.2% | +181.2% | +166.4% |
| 10Y | +142.6% | +5.5% | +137.0% | +116.8% |
| All | +2,562.9% | +612.4% | +1,950.4% | +1,147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling