+159.9%
DELL vs WAT
+20.2%
+139.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.0% |
| 7D | +4.9% | +0.6% | +4.3% | +4.5% |
| 30D | -32.1% | +5.4% | -37.5% | -33.1% |
| 3M | -30.2% | +11.3% | -41.5% | -33.0% |
| 6M | +41.7% | +37.4% | +4.3% | +26.8% |
| YTD | +176.6% | +21.2% | +155.4% | +154.5% |
| 1Y | +159.9% | +21.3% | +138.6% | +138.3% |
| All | +159.9% | +20.2% | +139.8% | +138.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling