+636.7%
DELL vs GWW
+88.4%
+548.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.8% | -5.1% |
| 7D | -1.9% | -3.1% | +1.3% | -0.5% |
| 30D | +14.9% | -2.3% | +17.2% | +16.0% |
| 3M | +37.2% | -3.3% | +40.5% | +37.7% |
| 6M | +254.0% | +15.4% | +238.6% | +216.9% |
| YTD | +306.1% | +26.7% | +279.4% | +248.2% |
| 1Y | +312.3% | +29.0% | +283.3% | +249.3% |
| All | +636.7% | +88.4% | +548.3% | +489.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling