+359.3%
DLR vs W
+176.2%
+183.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | +1.6% | -4.2% | +5.7% | +2.0% |
| 30D | -3.4% | -7.6% | +4.2% | -2.7% |
| 3M | +0.5% | +37.2% | -36.7% | -3.4% |
| 6M | +4.6% | +26.3% | -21.8% | +0.9% |
| YTD | +23.4% | -1.0% | +24.4% | +21.4% |
| 1Y | +19.0% | +20.1% | -1.1% | +14.0% |
| 3Y | +56.5% | +37.8% | +18.7% | +41.2% |
| 5Y | +33.3% | -63.7% | +97.0% | +23.8% |
| 10Y | +165.1% | +156.3% | +8.8% | +95.5% |
| All | +359.3% | +176.2% | +183.1% | +234.5% |
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