+678.3%
DELL vs WCC
+129.2%
+549.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +8.7% | +6.8% | +1.9% | +5.4% |
| 30D | +16.9% | -3.0% | +19.9% | +18.5% |
| 3M | +40.4% | +0.2% | +40.2% | +39.9% |
| 6M | +267.1% | +33.2% | +233.9% | +218.7% |
| YTD | +329.1% | +45.8% | +283.3% | +253.8% |
| 1Y | +346.9% | +68.4% | +278.5% | +243.0% |
| All | +678.3% | +129.2% | +549.1% | +420.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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