+3,595.6%
DLR vs GWW
+3,168.6%
+427.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.0% |
| 30D | -3.4% | +3.3% | -6.6% | -4.8% |
| 3M | +0.5% | +2.9% | -2.4% | -1.2% |
| 6M | +4.6% | +15.8% | -11.2% | -2.7% |
| YTD | +23.4% | +32.0% | -8.6% | +7.8% |
| 1Y | +19.0% | +29.9% | -10.9% | +4.4% |
| 3Y | +56.5% | +91.1% | -34.5% | +13.3% |
| 5Y | +33.3% | +223.9% | -190.6% | -25.5% |
| 10Y | +165.1% | +567.0% | -401.9% | -7.9% |
| All | +3,595.6% | +3,168.6% | +427.1% | +350.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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