+4,681.2%
DELL vs W
+162.8%
+4,518.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.1% |
| 7D | +14.9% | -4.2% | +19.1% | +15.8% |
| 30D | +13.3% | -7.6% | +20.8% | +14.7% |
| 3M | +24.4% | +37.2% | -12.8% | +16.6% |
| 6M | +258.0% | +26.3% | +231.7% | +238.4% |
| YTD | +320.2% | -1.0% | +321.2% | +310.6% |
| 1Y | +319.1% | +20.1% | +299.0% | +292.2% |
| 3Y | +706.5% | +37.8% | +668.7% | +588.8% |
| 5Y | +1,071.9% | -63.7% | +1,135.6% | +995.2% |
| 10Y | +4,683.5% | +156.3% | +4,527.1% | +2,691.2% |
| All | +4,681.2% | +162.8% | +4,518.5% | +2,649.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling