+135.9%
WMT vs DELL
+1,152.3%
-1,016.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.6% | +0.9% |
| 7D | 0.0% | +8.2% | -8.2% | -0.3% |
| 30D | -7.4% | +17.1% | -24.5% | -8.0% |
| 3M | -10.9% | +45.2% | -56.0% | -12.3% |
| 6M | -12.7% | +286.8% | -299.5% | -19.4% |
| YTD | -3.2% | +354.8% | -358.0% | -11.9% |
| 1Y | +5.3% | +358.3% | -353.0% | -4.6% |
| 3Y | +101.9% | +724.9% | -623.0% | +65.2% |
| All | +135.9% | +1,152.3% | -1,016.4% | +76.0% |
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