+176.7%
DLR vs WAB
+282.7%
-106.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | -1.2% | -4.6% | +3.4% | -0.1% |
| 3M | +2.9% | +5.6% | -2.7% | +1.4% |
| 6M | +6.7% | +13.8% | -7.1% | +3.1% |
| YTD | +23.9% | +31.9% | -8.0% | +15.6% |
| 1Y | +18.6% | +48.3% | -29.6% | +7.5% |
| 3Y | +59.7% | +167.1% | -107.5% | +27.2% |
| 5Y | +42.1% | +222.9% | -180.8% | +8.7% |
| 10Y | +176.7% | +289.9% | -113.2% | +85.5% |
| All | +176.7% | +282.7% | -106.0% | +85.5% |
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