+2,655.3%
DELL vs WM
+337.2%
+2,318.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -11.8% | -0.5% | -11.4% | -11.9% |
| 30D | -40.8% | +13.3% | -54.1% | -43.6% |
| 3M | -23.6% | +4.4% | -28.0% | -25.2% |
| 6M | +33.4% | +10.8% | +22.5% | +25.8% |
| YTD | +178.0% | +9.1% | +168.9% | +163.1% |
| 1Y | +138.6% | +19.1% | +119.4% | +116.4% |
| 3Y | +400.9% | +45.7% | +355.2% | +294.7% |
| 5Y | +580.7% | +60.4% | +520.3% | +400.4% |
| 10Y | +2,655.3% | +328.7% | +2,326.6% | +1,042.9% |
| All | +2,655.3% | +337.2% | +2,318.1% | +1,042.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling