+35.3%
DLR vs WEC
+34.9%
+0.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | +3.4% | +0.8% | +2.6% | +3.0% |
| 30D | -2.2% | +0.3% | -2.6% | -2.4% |
| 3M | +4.7% | -2.9% | +7.7% | +6.2% |
| 6M | +9.0% | -5.9% | +14.9% | +12.2% |
| YTD | +24.1% | +4.1% | +20.0% | +21.2% |
| 1Y | +20.9% | +3.1% | +17.8% | +18.4% |
| 3Y | +60.0% | +40.8% | +19.3% | +28.1% |
| 5Y | +35.3% | +31.7% | +3.6% | +13.9% |
| All | +35.3% | +34.9% | +0.4% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling