+4,681.2%
DELL vs WWD
+515.7%
+4,165.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +14.9% | +1.3% | +13.6% | +14.3% |
| 30D | +13.3% | -7.2% | +20.4% | +17.0% |
| 3M | +24.4% | -3.8% | +28.2% | +25.8% |
| 6M | +258.0% | -9.9% | +267.9% | +268.9% |
| YTD | +320.2% | +14.8% | +305.4% | +286.7% |
| 1Y | +319.1% | +42.1% | +277.0% | +247.2% |
| 3Y | +706.5% | +170.8% | +535.7% | +402.0% |
| 5Y | +1,071.9% | +197.5% | +874.4% | +587.3% |
| 10Y | +4,683.5% | +477.8% | +4,205.7% | +2,074.3% |
| All | +4,681.2% | +515.7% | +4,165.6% | +2,053.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling