+630.6%
DELL vs WAT
+31.1%
+599.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.1% |
| 7D | +17.1% | +2.0% | +15.1% | +16.1% |
| 30D | -35.1% | +7.7% | -42.8% | -36.8% |
| 3M | -23.3% | +11.1% | -34.4% | -26.4% |
| 6M | +55.8% | +31.2% | +24.6% | +39.9% |
| YTD | +198.0% | +21.7% | +176.3% | +172.8% |
| 1Y | +166.6% | +19.3% | +147.2% | +146.0% |
| 3Y | +427.6% | +80.6% | +347.0% | +297.3% |
| 5Y | +630.6% | +29.5% | +601.1% | +503.6% |
| All | +630.6% | +31.1% | +599.6% | +503.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling