+9.5%
DLR vs W
+8.7%
+0.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.6% | -1.2% | +3.0% |
| 7D | +2.4% | +3.3% | -0.9% | +2.1% |
| 30D | +0.7% | +10.5% | -9.8% | +0.1% |
| 3M | -6.4% | +9.6% | -16.1% | -7.1% |
| 6M | -6.5% | +76.4% | -82.9% | -10.9% |
| YTD | +18.8% | +16.4% | +2.4% | +14.6% |
| All | +9.5% | +8.7% | +0.8% | +5.2% |
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