+56.3%
DLR vs WM
+48.5%
+7.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.4% |
| 7D | +2.8% | +5.9% | -3.1% | +2.1% |
| 30D | +2.8% | +15.4% | -12.6% | +0.7% |
| 3M | -4.0% | +6.3% | -10.3% | -4.8% |
| 6M | -5.6% | +5.6% | -11.2% | -6.5% |
| YTD | +21.9% | +9.9% | +12.0% | +19.0% |
| 1Y | +13.0% | +20.8% | -7.8% | +7.0% |
| All | +56.3% | +48.5% | +7.8% | +42.2% |
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