+5.3%
WMT vs DELL
+359.9%
-354.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.6% | +1.7% |
| 7D | 0.0% | +8.2% | -8.2% | +0.3% |
| 30D | -7.4% | +17.1% | -24.5% | -6.8% |
| 3M | -10.9% | +45.2% | -56.0% | -9.2% |
| 6M | -12.7% | +286.8% | -299.5% | -9.8% |
| YTD | -3.2% | +354.8% | -358.0% | -0.2% |
| 1Y | +5.3% | +358.3% | -353.0% | +7.4% |
| All | +5.3% | +359.9% | -354.7% | +7.4% |
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