+3,922.7%
DELL vs WWD
+490.2%
+3,432.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.9% | -4.7% |
| 7D | -1.9% | -2.9% | +1.0% | -0.7% |
| 30D | +14.9% | -6.6% | +21.5% | +18.4% |
| 3M | +37.2% | -9.3% | +46.5% | +42.6% |
| 6M | +254.0% | -13.6% | +267.6% | +271.6% |
| YTD | +306.1% | +10.4% | +295.8% | +280.1% |
| 1Y | +312.3% | +39.9% | +272.4% | +243.4% |
| 3Y | +654.0% | +165.0% | +489.0% | +373.2% |
| 5Y | +1,055.3% | +183.8% | +871.5% | +590.2% |
| All | +3,922.7% | +490.2% | +3,432.5% | +1,723.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling