+11,028.0%
WDC vs IBM
+2,624.0%
+8,404.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.6% |
| 7D | -14.4% | -2.5% | -11.9% | -12.9% |
| 30D | -27.1% | +8.4% | -35.4% | -30.2% |
| 3M | -33.3% | +4.5% | -37.7% | -35.4% |
| 6M | -39.6% | +7.9% | -47.5% | -47.5% |
| YTD | +68.4% | -15.2% | +83.6% | +65.1% |
| 1Y | +78.2% | -17.6% | +95.7% | +77.9% |
| 3Y | +772.0% | +82.1% | +690.0% | +403.5% |
| 5Y | +584.9% | +143.3% | +441.6% | +224.6% |
| 10Y | +653.4% | +149.9% | +503.5% | +253.4% |
| All | +11,028.0% | +2,624.0% | +8,404.0% | +1,368.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling