+176.7%
DLR vs WEC
+141.2%
+35.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | -1.2% | +0.9% | -2.1% | -1.7% |
| 3M | +2.9% | -5.3% | +8.3% | +6.0% |
| 6M | +6.7% | -6.6% | +13.2% | +10.5% |
| YTD | +23.9% | +3.3% | +20.6% | +21.2% |
| 1Y | +18.6% | +2.1% | +16.6% | +16.6% |
| 3Y | +59.7% | +39.6% | +20.1% | +28.4% |
| 5Y | +42.1% | +31.2% | +10.9% | +18.1% |
| 10Y | +176.7% | +148.4% | +28.3% | +41.4% |
| All | +176.7% | +141.2% | +35.5% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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