+55.2%
DLR vs WTW
+61.8%
-6.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -1.3% | -7.8% | +6.5% | -0.7% |
| 30D | -2.9% | -7.9% | +5.0% | -2.3% |
| 3M | +3.2% | +19.9% | -16.7% | +1.6% |
| 6M | +3.9% | +9.8% | -5.9% | +2.9% |
| YTD | +21.4% | -3.3% | +24.8% | +22.4% |
| 1Y | +9.7% | -3.3% | +13.0% | +10.5% |
| All | +55.2% | +61.8% | -6.6% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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