+189.5%
DLR vs WAB
+282.9%
-93.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.0% | +3.1% | -5.2% | -2.8% |
| 30D | +0.5% | +6.4% | -5.9% | -1.0% |
| 3M | -4.4% | +2.2% | -6.6% | -5.0% |
| 6M | -6.4% | +13.7% | -20.1% | -9.6% |
| YTD | +19.5% | +43.0% | -23.5% | +9.2% |
| 1Y | +10.5% | +47.0% | -36.4% | +0.3% |
| 3Y | +54.0% | +174.4% | -120.4% | +21.3% |
| 5Y | +39.7% | +222.2% | -182.5% | +5.9% |
| 10Y | +189.5% | +276.9% | -87.4% | +97.4% |
| All | +189.5% | +282.9% | -93.4% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling