+411.1%
WDC vs IBM
-3.9%
+415.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.3% | +1.3% |
| 7D | +7.5% | +3.6% | +3.9% | +7.7% |
| 30D | +10.1% | +1.5% | +8.5% | +10.3% |
| 3M | -6.8% | -12.9% | +6.1% | -5.5% |
| 6M | +84.1% | -3.9% | +88.0% | +84.0% |
| YTD | +180.3% | -17.3% | +197.6% | +187.0% |
| 1Y | +411.1% | -5.0% | +416.1% | +439.0% |
| All | +411.1% | -3.9% | +415.0% | +439.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling