+438.4%
DELL vs WETO
-99.4%
+537.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -5.4% | +17.4% | +11.9% |
| 7D | +8.2% | -4.3% | +12.5% | +8.2% |
| 30D | +17.1% | -39.9% | +57.0% | +17.7% |
| 3M | +45.2% | -97.9% | +143.1% | +50.2% |
| 6M | +286.8% | -95.0% | +381.8% | +277.6% |
| YTD | +354.8% | -97.2% | +451.9% | +351.0% |
| 1Y | +358.3% | -98.9% | +457.2% | +363.3% |
| All | +438.4% | -99.4% | +537.8% | +436.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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