+171.8%
DLR vs NWSA
+148.8%
+22.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -1.3% | -4.8% | +3.5% | 0.0% |
| 30D | -2.9% | +3.0% | -5.8% | -3.6% |
| 3M | +3.2% | +9.3% | -6.1% | +0.4% |
| 6M | +3.9% | +23.2% | -19.3% | -2.4% |
| YTD | +21.4% | +13.3% | +8.1% | +16.4% |
| 1Y | +9.7% | +2.9% | +6.8% | +7.8% |
| 3Y | +56.5% | +43.3% | +13.2% | +39.3% |
| 5Y | +41.5% | +40.9% | +0.6% | +23.3% |
| All | +171.8% | +148.8% | +22.9% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling