+4,404.4%
DELL vs GWW
+570.2%
+3,834.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +11.7% |
| 7D | +8.2% | -3.4% | +11.6% | +9.8% |
| 30D | +17.1% | -1.9% | +19.0% | +17.9% |
| 3M | +45.2% | -2.4% | +47.6% | +45.5% |
| 6M | +286.8% | +15.7% | +271.0% | +258.0% |
| YTD | +354.8% | +27.6% | +327.2% | +305.4% |
| 1Y | +358.3% | +27.2% | +331.1% | +308.2% |
| 3Y | +724.9% | +89.7% | +635.2% | +521.9% |
| 5Y | +1,193.7% | +223.9% | +969.8% | +680.4% |
| All | +4,404.4% | +570.2% | +3,834.3% | +2,200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling