+55.8%
DELL vs WWD
-10.3%
+66.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | +17.1% | +8.2% | +9.0% | +13.1% |
| 30D | -35.1% | -0.2% | -34.9% | -34.6% |
| 3M | -23.3% | -8.4% | -14.9% | -21.7% |
| 6M | +55.8% | -9.5% | +65.3% | +70.2% |
| All | +55.8% | -10.3% | +66.1% | +70.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling