+406.8%
DLR vs NWSA
+102.5%
+304.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.5% |
| 7D | +3.3% | +2.2% | +1.1% | +2.7% |
| 30D | +4.6% | -8.8% | +13.4% | +6.7% |
| 3M | -8.3% | -6.5% | -1.8% | -7.1% |
| 6M | -5.6% | +1.5% | -7.1% | -6.7% |
| YTD | +18.7% | +4.0% | +14.7% | +16.2% |
| 1Y | +17.1% | +3.4% | +13.7% | +14.7% |
| 3Y | +54.4% | +34.8% | +19.5% | +40.4% |
| 5Y | +36.5% | +18.4% | +18.1% | +25.3% |
| 10Y | +187.7% | +149.2% | +38.5% | +107.4% |
| All | +406.8% | +102.5% | +304.3% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling