+2,413.6%
IBM vs WY
+688.1%
+1,725.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -0.3% | -1.7% | +1.4% | +0.2% |
| 30D | +0.3% | -10.1% | +10.4% | +3.3% |
| 3M | -21.6% | -5.1% | -16.5% | -20.8% |
| 6M | -4.7% | -4.8% | +0.1% | -4.1% |
| YTD | -19.1% | -0.2% | -18.8% | -19.8% |
| 1Y | -2.5% | -6.6% | +4.1% | -1.8% |
| 3Y | +74.2% | -22.7% | +96.9% | +82.5% |
| 5Y | +113.1% | -22.2% | +135.4% | +119.6% |
| 10Y | +133.5% | +7.3% | +126.2% | +107.6% |
| All | +2,413.6% | +688.1% | +1,725.5% | +1,047.6% |
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