+1,120.6%
DELL vs WAT
-4.5%
+1,125.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +8.7% | -1.8% | +10.5% | +9.5% |
| 30D | +16.9% | -1.7% | +18.6% | +17.7% |
| 3M | +40.4% | +9.1% | +31.4% | +35.4% |
| 6M | +267.1% | +32.4% | +234.6% | +228.0% |
| YTD | +329.1% | +6.6% | +322.5% | +314.3% |
| 1Y | +346.9% | +34.7% | +312.2% | +290.3% |
| 3Y | +696.6% | +53.6% | +643.1% | +542.7% |
| All | +1,120.6% | -4.5% | +1,125.1% | +960.9% |
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