+4,404.4%
DELL vs WAB
+296.8%
+4,107.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.5% |
| 7D | +8.2% | +0.1% | +8.1% | +8.2% |
| 30D | +17.1% | -4.1% | +21.2% | +19.7% |
| 3M | +45.2% | +8.2% | +37.0% | +39.7% |
| 6M | +286.8% | +15.4% | +271.4% | +259.9% |
| YTD | +354.8% | +33.1% | +321.6% | +295.0% |
| 1Y | +358.3% | +48.1% | +310.2% | +278.0% |
| 3Y | +724.9% | +167.7% | +557.2% | +430.4% |
| 5Y | +1,193.7% | +225.7% | +968.0% | +667.9% |
| All | +4,404.4% | +296.8% | +4,107.6% | +2,119.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling