+1,145.9%
DELL vs WBD
+6.4%
+1,139.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.6% | +12.5% | +12.1% |
| 7D | +8.2% | -0.7% | +9.0% | +8.3% |
| 30D | +17.1% | +1.4% | +15.7% | +16.8% |
| 3M | +45.2% | +4.4% | +40.8% | +44.1% |
| 6M | +286.8% | +0.8% | +285.9% | +286.3% |
| YTD | +354.8% | -2.7% | +357.5% | +356.4% |
| 1Y | +358.3% | +73.4% | +284.9% | +316.9% |
| 3Y | +724.9% | +142.1% | +582.8% | +581.9% |
| All | +1,145.9% | +6.4% | +1,139.5% | +1,071.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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