+4,404.4%
DELL vs W
+158.6%
+4,245.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.8% | +11.8% |
| 7D | +8.2% | -0.9% | +9.1% | +8.4% |
| 30D | +17.1% | -4.2% | +21.3% | +17.9% |
| 3M | +45.2% | +26.9% | +18.3% | +38.0% |
| 6M | +286.8% | +31.2% | +255.5% | +263.6% |
| YTD | +354.8% | -1.8% | +356.6% | +345.2% |
| 1Y | +358.3% | +9.3% | +348.9% | +336.4% |
| 3Y | +724.9% | +33.2% | +691.7% | +609.1% |
| 5Y | +1,193.7% | -62.4% | +1,256.1% | +1,102.6% |
| All | +4,404.4% | +158.6% | +4,245.9% | +2,614.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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