+342.1%
DLR vs W
+224.6%
+117.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.6% | -1.2% | +2.9% |
| 7D | +2.4% | +3.3% | -0.9% | +2.0% |
| 30D | +0.7% | +10.5% | -9.8% | -0.3% |
| 3M | -6.4% | +9.6% | -16.1% | -7.5% |
| 6M | -6.5% | +76.4% | -82.9% | -12.6% |
| YTD | +18.8% | +16.4% | +2.4% | +14.8% |
| 1Y | +9.0% | +9.3% | -0.3% | +5.8% |
| 3Y | +54.5% | +172.8% | -118.3% | +30.6% |
| 5Y | +35.8% | -53.4% | +89.2% | +23.2% |
| 10Y | +177.5% | +243.6% | -66.2% | +99.6% |
| All | +342.1% | +224.6% | +117.4% | +216.4% |
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 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