+957.1%
WDC vs DELL
+1,035.2%
-78.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.3% | +0.9% | -2.1% |
| 7D | +4.4% | -1.9% | +6.3% | +5.3% |
| 30D | +5.3% | +14.9% | -9.6% | -1.8% |
| 3M | -5.9% | +37.2% | -43.1% | -18.3% |
| 6M | +73.2% | +254.0% | -180.7% | -7.4% |
| YTD | +167.8% | +306.1% | -138.3% | +31.1% |
| 1Y | +386.0% | +312.3% | +73.7% | +133.0% |
| 3Y | +1,309.7% | +654.0% | +655.7% | +340.2% |
| 5Y | +957.1% | +1,055.3% | -98.2% | +134.1% |
| All | +957.1% | +1,035.2% | -78.1% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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