+358.3%
DELL vs GWRE
-44.7%
+402.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.4% | +11.9% |
| 7D | +8.2% | -13.2% | +21.5% | +9.6% |
| 30D | +17.1% | -18.6% | +35.7% | +18.2% |
| 3M | +45.2% | +18.9% | +26.3% | +32.0% |
| 6M | +286.8% | -11.0% | +297.7% | +288.6% |
| YTD | +354.8% | -29.9% | +384.7% | +350.6% |
| 1Y | +358.3% | -44.3% | +402.6% | +383.2% |
| All | +358.3% | -44.7% | +402.9% | +383.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling