+60.0%
DLR vs WCC
+137.6%
-77.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | 0.0% |
| 7D | +3.4% | +8.5% | -5.1% | +1.5% |
| 30D | -2.2% | -1.0% | -1.2% | -2.1% |
| 3M | +4.7% | +2.1% | +2.6% | +3.7% |
| 6M | +9.0% | +36.8% | -27.8% | +0.6% |
| YTD | +24.1% | +47.7% | -23.6% | +12.2% |
| 1Y | +20.9% | +66.5% | -45.6% | +6.1% |
| 3Y | +60.0% | +134.2% | -74.1% | +18.3% |
| All | +60.0% | +137.6% | -77.6% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling