+181.2%
DLR vs WCC
+431.3%
-250.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | +3.3% | +9.9% | -6.6% | +1.7% |
| 30D | +4.6% | -8.4% | +13.0% | +5.8% |
| 3M | -8.3% | -10.3% | +2.1% | -6.9% |
| 6M | -5.6% | -10.5% | +4.9% | -4.5% |
| YTD | +18.7% | +32.2% | -13.5% | +12.5% |
| 1Y | +17.1% | +25.5% | -8.4% | +11.8% |
| 3Y | +54.4% | +134.7% | -80.3% | +30.9% |
| 5Y | +36.5% | +139.9% | -103.4% | +13.2% |
| All | +181.2% | +431.3% | -250.1% | +103.0% |
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