+415.5%
WMT vs DELL
+4,714.1%
-4,298.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +0.1% | +25.6% | -25.5% | -1.2% |
| 30D | -5.0% | +17.7% | -22.6% | -5.9% |
| 3M | -11.3% | +33.4% | -44.7% | -13.1% |
| 6M | -13.8% | +266.2% | -280.0% | -22.5% |
| YTD | -4.2% | +328.0% | -332.2% | -15.2% |
| 1Y | +4.6% | +339.6% | -335.0% | -8.1% |
| 3Y | +100.5% | +694.6% | -594.1% | +59.9% |
| 5Y | +129.7% | +1,122.0% | -992.3% | +71.4% |
| 10Y | +423.4% | +4,062.5% | -3,639.0% | +251.5% |
| All | +415.5% | +4,714.1% | -4,298.6% | +249.0% |
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 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