+60.0%
DLR vs WEC
+42.2%
+17.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +3.4% | +0.8% | +2.6% | +3.1% |
| 30D | -2.2% | +0.3% | -2.6% | -2.3% |
| 3M | +4.7% | -2.9% | +7.7% | +5.7% |
| 6M | +9.0% | -5.9% | +14.9% | +11.1% |
| YTD | +24.1% | +4.1% | +20.0% | +22.7% |
| 1Y | +20.9% | +3.1% | +17.8% | +19.7% |
| 3Y | +60.0% | +40.8% | +19.3% | +39.7% |
| All | +60.0% | +42.2% | +17.8% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling