+54.4%
DLR vs WSM
+260.3%
-205.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +4.6% | +5.1% | -0.5% | +3.7% |
| 3M | -8.3% | +5.1% | -13.4% | -9.1% |
| 6M | -5.6% | +48.6% | -54.2% | -11.2% |
| YTD | +18.7% | +44.2% | -25.5% | +11.9% |
| 1Y | +17.1% | +38.1% | -21.0% | +11.0% |
| 3Y | +54.4% | +257.2% | -202.9% | +25.3% |
| All | +54.4% | +260.3% | -205.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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