+177.5%
DLR vs WM
+337.2%
-159.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.3% |
| 7D | +2.4% | -0.5% | +2.8% | +2.5% |
| 30D | +0.7% | +13.3% | -12.6% | -5.6% |
| 3M | -6.4% | +4.4% | -10.8% | -8.9% |
| 6M | -6.5% | +10.8% | -17.4% | -12.4% |
| YTD | +18.8% | +9.1% | +9.7% | +11.4% |
| 1Y | +9.0% | +19.1% | -10.1% | -2.8% |
| 3Y | +54.5% | +45.7% | +8.8% | +19.4% |
| 5Y | +35.8% | +60.4% | -24.6% | -2.2% |
| 10Y | +177.5% | +328.7% | -151.3% | +23.6% |
| All | +177.5% | +337.2% | -159.7% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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