+4,681.2%
DELL vs BBWI
-54.2%
+4,735.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.9% |
| 7D | +14.9% | +1.5% | +13.4% | +14.6% |
| 30D | +13.3% | -5.2% | +18.5% | +14.1% |
| 3M | +24.4% | +11.1% | +13.3% | +20.8% |
| 6M | +258.0% | -13.4% | +271.4% | +261.8% |
| YTD | +320.2% | +0.1% | +320.1% | +310.3% |
| 1Y | +319.1% | -36.1% | +355.2% | +343.9% |
| 3Y | +706.5% | -44.1% | +750.6% | +750.9% |
| 5Y | +1,071.9% | -66.2% | +1,138.1% | +1,212.7% |
| 10Y | +4,683.5% | -54.8% | +4,738.2% | +3,914.2% |
| All | +4,681.2% | -54.2% | +4,735.5% | +3,909.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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