+3,595.6%
DLR vs WAB
+2,929.8%
+665.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +1.6% | -3.2% | +4.8% | +2.8% |
| 30D | -3.4% | -4.4% | +1.1% | -1.7% |
| 3M | +0.5% | +7.9% | -7.4% | -2.8% |
| 6M | +4.6% | +8.7% | -4.2% | +0.6% |
| YTD | +23.4% | +33.0% | -9.6% | +9.9% |
| 1Y | +19.0% | +46.7% | -27.6% | +1.9% |
| 3Y | +56.5% | +153.0% | -96.5% | +7.8% |
| 5Y | +33.3% | +222.3% | -188.9% | -17.4% |
| 10Y | +165.1% | +291.0% | -125.8% | +31.3% |
| All | +3,595.6% | +2,929.8% | +665.9% | +638.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling