+18.6%
DLR vs W
+15.1%
+3.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.9% | +5.9% | -3.0% | +2.6% |
| 30D | -1.2% | -3.0% | +1.9% | -1.0% |
| 3M | +2.9% | +40.3% | -37.4% | +0.5% |
| 6M | +6.7% | +32.2% | -25.6% | +3.9% |
| YTD | +23.9% | -0.3% | +24.2% | +21.1% |
| 1Y | +18.6% | +16.2% | +2.5% | +15.4% |
| All | +18.6% | +15.1% | +3.6% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling