+3,290.5%
DELL vs WWD
+490.2%
+2,800.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | +17.1% | +8.2% | +9.0% | +13.3% |
| 30D | -35.1% | -0.2% | -34.9% | -34.8% |
| 3M | -23.3% | -8.4% | -14.9% | -20.0% |
| 6M | +55.8% | -9.5% | +65.3% | +61.8% |
| YTD | +198.0% | +10.1% | +187.9% | +180.4% |
| 1Y | +166.6% | +21.6% | +145.0% | +138.6% |
| 3Y | +427.6% | +149.6% | +278.1% | +241.9% |
| 5Y | +630.6% | +191.3% | +439.3% | +335.0% |
| 10Y | +2,866.3% | +455.2% | +2,411.1% | +1,270.0% |
| All | +3,290.5% | +490.2% | +2,800.3% | +1,461.7% |
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