+928.6%
WDC vs IBM
+113.0%
+815.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -10.0% | +0.3% | -10.2% | -10.1% |
| 3M | -18.8% | -21.6% | +2.9% | -14.6% |
| 6M | +79.0% | -4.7% | +83.7% | +71.7% |
| YTD | +171.6% | -19.1% | +190.6% | +177.1% |
| 1Y | +417.4% | -2.5% | +419.9% | +377.6% |
| 3Y | +1,251.8% | +74.2% | +1,177.6% | +776.9% |
| All | +928.6% | +113.0% | +815.6% | +464.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling