+55.3%
DLR vs WAB
+174.5%
-119.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.0% | +3.1% | -5.2% | -3.3% |
| 30D | +0.5% | +6.4% | -5.9% | -2.0% |
| 3M | -4.4% | +2.2% | -6.6% | -5.4% |
| 6M | -6.4% | +13.7% | -20.1% | -11.6% |
| YTD | +19.5% | +43.0% | -23.5% | +2.0% |
| 1Y | +10.5% | +47.0% | -36.4% | -6.7% |
| All | +55.3% | +174.5% | -119.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling