+676.3%
DELL vs WAT
+52.7%
+623.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.5% |
| 7D | +25.6% | -0.7% | +26.3% | +26.0% |
| 30D | +17.7% | -1.0% | +18.6% | +18.1% |
| 3M | +33.4% | +10.9% | +22.5% | +28.2% |
| 6M | +266.2% | +33.2% | +233.0% | +230.6% |
| YTD | +328.0% | +6.1% | +321.9% | +315.9% |
| 1Y | +339.6% | +30.2% | +309.3% | +293.8% |
| All | +676.3% | +52.7% | +623.7% | +615.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling