+7.0%
WMT vs DELL
+328.0%
-320.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.1% |
| 7D | +3.9% | +14.9% | -11.0% | +4.5% |
| 30D | -4.4% | +13.3% | -17.7% | -3.9% |
| 3M | -8.8% | +24.4% | -33.2% | -7.5% |
| 6M | -15.6% | +258.0% | -273.6% | -12.8% |
| YTD | -3.2% | +320.2% | -323.4% | -0.2% |
| 1Y | +7.0% | +319.1% | -312.0% | +11.6% |
| All | +7.0% | +328.0% | -320.9% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling