+344.0%
DLR vs W
+212.6%
+131.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.2% | +0.8% |
| 7D | +0.3% | +1.1% | -0.7% | +0.2% |
| 30D | +1.2% | +6.4% | -5.2% | +0.5% |
| 3M | -4.8% | +9.0% | -13.8% | -5.8% |
| 6M | -6.1% | +69.8% | -75.9% | -11.9% |
| YTD | +19.3% | +12.1% | +7.2% | +15.7% |
| 1Y | +10.0% | 0.0% | +9.9% | +7.7% |
| 3Y | +53.8% | +160.3% | -106.6% | +30.6% |
| 5Y | +39.1% | -53.3% | +92.4% | +26.3% |
| 10Y | +188.1% | +217.0% | -28.8% | +108.6% |
| All | +344.0% | +212.6% | +131.4% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling