-40.1%
WDC vs DELL
+41.3%
-81.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.2% | +2.2% | -2.0% |
| 7D | +12.1% | +4.9% | +7.2% | +10.0% |
| 30D | -18.8% | -32.1% | +13.3% | -6.5% |
| 3M | -39.3% | -30.2% | -9.1% | -31.9% |
| 6M | -40.1% | +41.7% | -81.8% | -40.8% |
| All | -40.1% | +41.3% | -81.4% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling