+143.3%
DELL vs WAB
+46.5%
+96.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.9% | -9.5% |
| 7D | -24.6% | +4.5% | -29.1% | -26.7% |
| 30D | -32.5% | +1.1% | -33.6% | -32.9% |
| 3M | -20.2% | -1.3% | -18.9% | -19.7% |
| 6M | +76.5% | +12.7% | +63.7% | +63.5% |
| YTD | +198.9% | +38.7% | +160.3% | +132.2% |
| 1Y | +143.3% | +44.9% | +98.4% | +80.8% |
| All | +143.3% | +46.5% | +96.8% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling