+4,404.4%
DELL vs WY
+7.6%
+4,396.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +11.8% |
| 7D | +8.2% | -4.2% | +12.4% | +10.2% |
| 30D | +17.1% | -10.1% | +27.2% | +22.0% |
| 3M | +45.2% | -8.5% | +53.7% | +48.9% |
| 6M | +286.8% | -3.3% | +290.1% | +285.9% |
| YTD | +354.8% | -4.4% | +359.2% | +353.2% |
| 1Y | +358.3% | -11.5% | +369.7% | +371.1% |
| 3Y | +724.9% | -24.3% | +749.2% | +789.3% |
| 5Y | +1,193.7% | -21.3% | +1,215.0% | +1,268.7% |
| All | +4,404.4% | +7.6% | +4,396.9% | +3,941.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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