+1,120.6%
DELL vs WAB
+220.4%
+900.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.3% |
| 7D | +8.7% | +0.2% | +8.5% | +8.6% |
| 30D | +16.9% | -4.6% | +21.5% | +21.0% |
| 3M | +40.4% | +5.6% | +34.8% | +34.5% |
| 6M | +267.1% | +13.8% | +253.3% | +230.1% |
| YTD | +329.1% | +31.9% | +297.2% | +244.7% |
| 1Y | +346.9% | +48.3% | +298.7% | +227.4% |
| 3Y | +696.6% | +167.1% | +529.5% | +286.7% |
| All | +1,120.6% | +220.4% | +900.3% | +410.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling