+772.0%
WDC vs IBM
+82.1%
+689.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.8% |
| 7D | -14.4% | -2.5% | -11.9% | -14.1% |
| 30D | -27.1% | +8.4% | -35.4% | -27.6% |
| 3M | -33.3% | +4.5% | -37.7% | -33.6% |
| 6M | -39.6% | +7.9% | -47.5% | -42.7% |
| YTD | +68.4% | -15.2% | +83.6% | +71.3% |
| 1Y | +78.2% | -17.6% | +95.7% | +83.5% |
| 3Y | +772.0% | +82.1% | +690.0% | +485.1% |
| All | +772.0% | +82.1% | +689.9% | +485.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling