+4,404.4%
DELL vs WSM
+1,071.8%
+3,332.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.6% |
| 7D | +8.2% | -0.5% | +8.8% | +8.5% |
| 30D | +17.1% | -7.7% | +24.8% | +20.0% |
| 3M | +45.2% | +3.8% | +41.4% | +43.2% |
| 6M | +286.8% | +22.7% | +264.1% | +261.7% |
| YTD | +354.8% | +28.0% | +326.8% | +318.8% |
| 1Y | +358.3% | +12.7% | +345.5% | +336.6% |
| 3Y | +724.9% | +231.3% | +493.6% | +452.7% |
| 5Y | +1,193.7% | +177.2% | +1,016.5% | +776.7% |
| All | +4,404.4% | +1,071.8% | +3,332.7% | +1,858.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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