+162.4%
DLR vs WM
+339.4%
-177.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.7% |
| 7D | -3.6% | +1.2% | -4.8% | -4.2% |
| 30D | -3.5% | +13.1% | -16.5% | -9.5% |
| 3M | -8.9% | +3.6% | -12.5% | -11.0% |
| 6M | -11.6% | +8.1% | -19.7% | -16.1% |
| YTD | +14.9% | +8.9% | +6.0% | +7.8% |
| 1Y | +6.4% | +20.3% | -13.9% | -5.7% |
| 3Y | +47.3% | +46.2% | +1.1% | +13.6% |
| 5Y | +32.8% | +59.9% | -27.1% | -4.1% |
| All | +162.4% | +339.4% | -177.0% | +20.4% |
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