+694.6%
DELL vs WST
-15.5%
+710.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | +25.6% | -0.3% | +25.9% | +25.7% |
| 30D | +17.7% | -4.6% | +22.3% | +18.6% |
| 3M | +33.4% | +5.7% | +27.7% | +31.9% |
| 6M | +266.2% | +37.6% | +228.6% | +245.9% |
| YTD | +328.0% | +23.0% | +305.0% | +310.3% |
| 1Y | +339.6% | +33.8% | +305.7% | +315.5% |
| 3Y | +694.6% | -13.4% | +708.0% | +704.4% |
| All | +694.6% | -15.5% | +710.1% | +704.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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