+2,886.3%
DELL vs WM
+332.5%
+2,553.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.2% | +10.5% | +11.4% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -35.1% | +13.8% | -48.9% | -38.2% |
| 3M | -15.1% | +6.4% | -21.5% | -17.4% |
| 6M | +51.7% | +13.2% | +38.5% | +42.1% |
| YTD | +200.0% | +10.8% | +189.2% | +182.7% |
| 1Y | +172.1% | +20.2% | +152.0% | +146.6% |
| 3Y | +431.2% | +46.5% | +384.8% | +319.0% |
| 5Y | +633.1% | +61.3% | +571.8% | +439.8% |
| 10Y | +2,886.3% | +324.8% | +2,561.6% | +1,118.5% |
| All | +2,886.3% | +332.5% | +2,553.8% | +1,118.5% |
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