+143.3%
DELL vs WWD
+27.2%
+116.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.9% | -6.9% | -8.3% |
| 7D | -24.6% | +7.3% | -31.9% | -25.9% |
| 30D | -32.5% | -2.0% | -30.5% | -32.0% |
| 3M | -20.2% | -12.6% | -7.6% | -17.8% |
| 6M | +76.5% | -8.4% | +84.9% | +81.7% |
| YTD | +198.9% | +8.2% | +190.7% | +198.2% |
| 1Y | +143.3% | +26.5% | +116.8% | +136.5% |
| All | +143.3% | +27.2% | +116.1% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling