+2,574.6%
IBM vs WY
+607.0%
+1,967.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.7% | -5.1% | +3.3% | -0.3% |
| 30D | +10.1% | +9.0% | +1.1% | +7.2% |
| 3M | +4.8% | -16.7% | +21.5% | +10.1% |
| 6M | +12.6% | -10.3% | +22.9% | +15.2% |
| YTD | -13.9% | -10.5% | -3.4% | -12.2% |
| 1Y | -18.7% | -5.9% | -12.8% | -18.4% |
| 3Y | +81.9% | -24.7% | +106.6% | +91.7% |
| 5Y | +148.3% | -31.5% | +179.8% | +164.9% |
| 10Y | +143.6% | +4.7% | +138.9% | +118.2% |
| All | +2,574.6% | +607.0% | +1,967.6% | +1,156.2% |
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