+358.3%
DELL vs WAB
+49.7%
+308.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.3% |
| 7D | +8.2% | +0.1% | +8.1% | +8.2% |
| 30D | +17.1% | -4.1% | +21.2% | +20.2% |
| 3M | +45.2% | +8.2% | +37.0% | +38.4% |
| 6M | +286.8% | +15.4% | +271.4% | +252.5% |
| YTD | +354.8% | +33.1% | +321.6% | +275.7% |
| 1Y | +358.3% | +48.1% | +310.2% | +256.9% |
| All | +358.3% | +49.7% | +308.6% | +256.9% |
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