+896.3%
WDC vs DELL
+3,011.0%
-2,114.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.2% | +2.2% | -1.3% |
| 7D | +12.1% | +4.9% | +7.2% | +9.5% |
| 30D | -18.8% | -32.1% | +13.3% | -0.9% |
| 3M | -39.3% | -30.2% | -9.1% | -29.1% |
| 6M | -40.1% | +41.7% | -81.8% | -53.8% |
| YTD | +71.8% | +176.6% | -104.8% | -11.8% |
| 1Y | +88.5% | +159.9% | -71.5% | -0.5% |
| 3Y | +770.0% | +388.0% | +382.0% | +176.6% |
| 5Y | +549.0% | +578.2% | -29.2% | +58.5% |
| 10Y | +650.3% | +2,653.4% | -2,003.1% | -30.7% |
| All | +896.3% | +3,011.0% | -2,114.7% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling