+172.7%
WMT vs IBM
+145.3%
+27.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | +12.4% | +6.8% | +5.6% | +11.8% |
| 3M | +9.0% | +4.4% | +4.6% | +8.6% |
| 6M | -3.0% | +13.2% | -16.1% | -5.9% |
| YTD | +14.0% | -15.1% | +29.1% | +15.2% |
| 1Y | +23.0% | -20.2% | +43.2% | +25.9% |
| 3Y | +135.1% | +79.3% | +55.8% | +95.4% |
| 5Y | +172.7% | +147.5% | +25.3% | +115.2% |
| All | +172.7% | +145.3% | +27.4% | +115.2% |
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