+4,681.2%
DELL vs WAT
+157.8%
+4,523.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | +14.9% | -1.3% | +16.2% | +15.7% |
| 30D | +13.3% | +2.3% | +10.9% | +12.2% |
| 3M | +24.4% | +8.7% | +15.7% | +19.7% |
| 6M | +258.0% | +28.3% | +229.7% | +219.4% |
| YTD | +320.2% | +7.8% | +312.4% | +301.5% |
| 1Y | +319.1% | +36.6% | +282.5% | +257.9% |
| 3Y | +706.5% | +45.7% | +660.9% | +542.9% |
| 5Y | +1,071.9% | -3.3% | +1,075.2% | +1,010.5% |
| 10Y | +4,683.5% | +162.1% | +4,521.4% | +2,648.8% |
| All | +4,681.2% | +157.8% | +4,523.4% | +2,678.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling