+388.0%
DELL vs WCC
+134.5%
+253.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.7% | -5.5% | -6.3% |
| 7D | +4.9% | +9.9% | -5.1% | -0.2% |
| 30D | -32.1% | -8.4% | -23.6% | -28.2% |
| 3M | -30.2% | -10.3% | -19.9% | -25.3% |
| 6M | +41.7% | -10.5% | +52.2% | +51.0% |
| YTD | +176.6% | +32.2% | +144.4% | +141.5% |
| 1Y | +159.9% | +25.5% | +134.4% | +133.3% |
| 3Y | +388.0% | +134.7% | +253.3% | +242.7% |
| All | +388.0% | +134.5% | +253.5% | +242.7% |
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