+636.7%
DELL vs WAB
+164.6%
+472.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.3% | -5.3% |
| 7D | -1.9% | -0.2% | -1.7% | -1.7% |
| 30D | +14.9% | -5.9% | +20.8% | +20.3% |
| 3M | +37.2% | +9.4% | +27.8% | +27.7% |
| 6M | +254.0% | +13.8% | +240.1% | +216.4% |
| YTD | +306.1% | +31.8% | +274.4% | +221.5% |
| 1Y | +312.3% | +48.5% | +263.8% | +194.5% |
| All | +636.7% | +164.6% | +472.1% | +309.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling