+176.7%
DLR vs W
+142.4%
+34.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.9% | +5.9% | -3.0% | +2.3% |
| 30D | -1.2% | -3.0% | +1.9% | -0.9% |
| 3M | +2.9% | +40.3% | -37.4% | -1.6% |
| 6M | +6.7% | +32.2% | -25.6% | +2.2% |
| YTD | +23.9% | -0.3% | +24.2% | +21.6% |
| 1Y | +18.6% | +16.2% | +2.5% | +13.8% |
| 3Y | +59.7% | +40.7% | +19.0% | +42.6% |
| 5Y | +42.1% | -62.3% | +104.4% | +30.7% |
| 10Y | +176.7% | +162.2% | +14.5% | +101.8% |
| All | +176.7% | +142.4% | +34.3% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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