+4,770.1%
DELL vs NWSA
+144.9%
+4,625.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.6% |
| 7D | +25.6% | -2.6% | +28.3% | +27.0% |
| 30D | +17.7% | +4.6% | +13.1% | +15.4% |
| 3M | +33.4% | +10.2% | +23.2% | +26.5% |
| 6M | +266.2% | +21.6% | +244.6% | +231.5% |
| YTD | +328.0% | +14.6% | +313.4% | +296.5% |
| 1Y | +339.6% | +0.4% | +339.2% | +329.8% |
| 3Y | +694.6% | +45.0% | +649.6% | +558.2% |
| 5Y | +1,122.0% | +41.3% | +1,080.7% | +896.9% |
| 10Y | +4,062.5% | +142.8% | +3,919.7% | +2,478.9% |
| All | +4,770.1% | +144.9% | +4,625.2% | +2,913.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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