+3,551.7%
DLR vs WM
+1,388.3%
+2,163.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +1.7% |
| 7D | +2.8% | +5.9% | -3.1% | -0.4% |
| 30D | +2.8% | +15.4% | -12.6% | -5.6% |
| 3M | -4.0% | +6.3% | -10.3% | -7.9% |
| 6M | -5.6% | +5.6% | -11.2% | -9.8% |
| YTD | +21.9% | +9.9% | +12.0% | +13.0% |
| 1Y | +13.0% | +20.8% | -7.8% | -1.1% |
| 3Y | +52.2% | +48.5% | +3.7% | +15.2% |
| 5Y | +40.3% | +60.6% | -20.2% | +0.2% |
| 10Y | +186.1% | +349.8% | -163.7% | +6.9% |
| All | +3,551.7% | +1,388.3% | +2,163.3% | +630.8% |
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