+4,782.6%
DELL vs WSM
+989.8%
+3,792.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +8.7% | +2.6% | +6.1% | +7.9% |
| 30D | +16.9% | -9.3% | +26.2% | +20.3% |
| 3M | +40.4% | +7.1% | +33.3% | +37.2% |
| 6M | +267.1% | +21.7% | +245.4% | +243.9% |
| YTD | +329.1% | +28.7% | +300.4% | +294.2% |
| 1Y | +346.9% | +13.9% | +333.1% | +324.3% |
| 3Y | +696.6% | +232.2% | +464.5% | +432.9% |
| 5Y | +1,106.2% | +176.4% | +929.8% | +717.3% |
| 10Y | +4,177.7% | +1,072.4% | +3,105.3% | +1,699.4% |
| All | +4,782.6% | +989.8% | +3,792.8% | +1,996.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling