+2,901.0%
DELL vs WM
+335.9%
+2,565.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.7% | +4.3% |
| 7D | -22.6% | +1.2% | -23.8% | -23.0% |
| 30D | -43.2% | +13.1% | -56.3% | -45.8% |
| 3M | -24.8% | +3.6% | -28.5% | -26.3% |
| 6M | +38.0% | +8.1% | +29.9% | +31.3% |
| YTD | +163.7% | +8.9% | +154.8% | +149.7% |
| 1Y | +122.5% | +20.3% | +102.2% | +100.9% |
| 3Y | +377.0% | +46.2% | +330.8% | +275.6% |
| 5Y | +542.6% | +59.9% | +482.7% | +374.2% |
| 10Y | +2,554.1% | +345.6% | +2,208.6% | +1,030.9% |
| All | +2,901.0% | +335.9% | +2,565.1% | +1,216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling