+1,359.8%
WDC vs IBM
+72.8%
+1,287.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | +9.9% | -1.5% | +11.4% | +10.0% |
| 3M | -9.4% | -16.8% | +7.4% | -7.7% |
| 6M | +94.7% | -9.0% | +103.8% | +92.0% |
| YTD | +177.4% | -20.1% | +197.4% | +183.4% |
| 1Y | +412.6% | -7.0% | +419.6% | +391.5% |
| 3Y | +1,359.8% | +72.4% | +1,287.4% | +1,246.1% |
| All | +1,359.8% | +72.8% | +1,287.0% | +1,246.1% |
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