+47.3%
DLR vs WM
+47.1%
+0.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -3.6% | +1.2% | -4.8% | -3.8% |
| 30D | -3.5% | +13.1% | -16.5% | -5.2% |
| 3M | -8.9% | +3.6% | -12.5% | -9.4% |
| 6M | -11.6% | +8.1% | -19.7% | -13.0% |
| YTD | +14.9% | +8.9% | +6.0% | +12.2% |
| 1Y | +6.4% | +20.3% | -13.9% | +0.7% |
| 3Y | +47.3% | +46.2% | +1.1% | +34.1% |
| All | +47.3% | +47.1% | +0.1% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling