+176.7%
DLR vs WCC
+506.2%
-329.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +2.9% | +6.8% | -3.9% | +1.8% |
| 30D | -1.2% | -3.0% | +1.9% | -0.8% |
| 3M | +2.9% | +0.2% | +2.7% | +2.5% |
| 6M | +6.7% | +33.2% | -26.5% | +1.3% |
| YTD | +23.9% | +45.8% | -21.9% | +15.8% |
| 1Y | +18.6% | +68.4% | -49.7% | +8.2% |
| 3Y | +59.7% | +131.1% | -71.4% | +35.6% |
| 5Y | +42.1% | +225.6% | -183.6% | +14.0% |
| 10Y | +176.7% | +534.2% | -357.5% | +87.3% |
| All | +176.7% | +506.2% | -329.5% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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