+9,012.0%
WMT vs IBM
+2,499.8%
+6,512.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | -4.4% | +0.3% | -4.7% | -4.5% |
| 3M | -8.8% | -21.6% | +12.8% | -4.6% |
| 6M | -15.6% | -4.7% | -10.9% | -17.3% |
| YTD | -3.2% | -19.1% | +15.9% | -1.7% |
| 1Y | +7.0% | -2.5% | +9.5% | +3.0% |
| 3Y | +105.3% | +74.2% | +31.1% | +66.0% |
| 5Y | +129.3% | +113.1% | +16.1% | +73.6% |
| 10Y | +423.9% | +133.5% | +290.4% | +273.2% |
| All | +9,012.0% | +2,499.8% | +6,512.1% | +2,971.1% |
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 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