+181.2%
DLR vs W
+212.4%
-31.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +3.3% | +0.2% | +3.2% | +3.3% |
| 30D | +4.6% | +6.8% | -2.2% | +3.8% |
| 3M | -8.3% | +10.7% | -18.9% | -9.5% |
| 6M | -5.6% | +86.3% | -92.0% | -12.7% |
| YTD | +18.7% | +11.5% | +7.3% | +15.0% |
| 1Y | +17.1% | +5.1% | +12.0% | +13.9% |
| 3Y | +54.4% | +171.0% | -116.6% | +28.9% |
| 5Y | +36.5% | -56.6% | +93.1% | +23.7% |
| All | +181.2% | +212.4% | -31.2% | +97.3% |
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