+1,145.9%
DELL vs WY
-22.2%
+1,168.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +11.9% |
| 7D | +8.2% | -4.2% | +12.4% | +10.1% |
| 30D | +17.1% | -10.1% | +27.2% | +21.9% |
| 3M | +45.2% | -8.5% | +53.7% | +48.8% |
| 6M | +286.8% | -3.3% | +290.1% | +284.8% |
| YTD | +354.8% | -4.4% | +359.2% | +351.2% |
| 1Y | +358.3% | -11.5% | +369.7% | +371.2% |
| 3Y | +724.9% | -24.3% | +749.2% | +796.2% |
| All | +1,145.9% | -22.2% | +1,168.2% | +1,269.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling