+3,595.7%
DLR vs WM
+1,260.6%
+2,335.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +1.0% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -3.4% | -2.4% | -1.0% | -2.2% |
| 3M | +0.5% | +0.4% | +0.1% | -0.5% |
| 6M | +4.6% | -9.5% | +14.0% | +9.3% |
| YTD | +23.4% | +0.5% | +22.9% | +21.0% |
| 1Y | +19.0% | -1.1% | +20.1% | +17.2% |
| 3Y | +56.5% | +46.0% | +10.5% | +19.5% |
| 5Y | +33.3% | +51.8% | -18.5% | -1.5% |
| 10Y | +165.1% | +307.5% | -142.4% | +5.4% |
| All | +3,595.7% | +1,260.6% | +2,335.0% | +682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling