+4,404.4%
DELL vs WAT
+170.9%
+4,233.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.2% |
| 7D | +8.2% | -0.3% | +8.5% | +8.4% |
| 30D | +17.1% | -1.9% | +19.0% | +18.2% |
| 3M | +45.2% | +13.5% | +31.6% | +37.2% |
| 6M | +286.8% | +37.2% | +249.5% | +235.7% |
| YTD | +354.8% | +7.5% | +347.3% | +335.4% |
| 1Y | +358.3% | +35.0% | +323.2% | +294.4% |
| 3Y | +724.9% | +55.1% | +669.8% | +539.4% |
| 5Y | +1,193.7% | -2.8% | +1,196.5% | +1,123.8% |
| All | +4,404.4% | +170.9% | +4,233.5% | +2,510.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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