+42.1%
DLR vs NWSA
+40.1%
+2.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +2.9% | -3.1% | +6.0% | +3.8% |
| 30D | -1.2% | +4.3% | -5.4% | -2.4% |
| 3M | +2.9% | +9.2% | -6.3% | -0.1% |
| 6M | +6.7% | +21.6% | -14.9% | -0.1% |
| YTD | +23.9% | +14.2% | +9.7% | +17.9% |
| 1Y | +18.6% | +1.8% | +16.9% | +17.2% |
| 3Y | +59.7% | +44.4% | +15.2% | +38.2% |
| 5Y | +42.1% | +41.0% | +1.1% | +16.8% |
| All | +42.1% | +40.1% | +2.0% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling