+388.0%
DELL vs WMB
+121.9%
+266.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.9% |
| 7D | +4.9% | +7.8% | -2.9% | +1.2% |
| 30D | -32.1% | -5.1% | -27.0% | -30.0% |
| 3M | -30.2% | -4.7% | -25.5% | -28.1% |
| 6M | +41.7% | -7.4% | +49.1% | +47.0% |
| YTD | +176.6% | +17.5% | +159.1% | +152.6% |
| 1Y | +159.9% | +19.5% | +140.5% | +135.0% |
| 3Y | +388.0% | +121.3% | +266.7% | +263.1% |
| All | +388.0% | +121.9% | +266.1% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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