+3,595.7%
DLR vs WSM
+1,791.0%
+1,804.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | +1.6% | -3.3% | +4.8% | +2.5% |
| 30D | -3.4% | -8.4% | +5.0% | -1.1% |
| 3M | +0.5% | +9.7% | -9.2% | -2.2% |
| 6M | +4.6% | +16.7% | -12.1% | -0.2% |
| YTD | +23.4% | +28.7% | -5.3% | +14.3% |
| 1Y | +19.0% | +13.7% | +5.4% | +13.5% |
| 3Y | +56.5% | +230.1% | -173.6% | +4.0% |
| 5Y | +33.3% | +179.0% | -145.6% | -11.6% |
| 10Y | +165.1% | +1,002.5% | -837.4% | -4.1% |
| All | +3,595.7% | +1,791.0% | +1,804.6% | +523.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling