+3,609.2%
DLR vs WTW
+438.3%
+3,170.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +1.4% |
| 7D | +2.9% | -7.1% | +10.0% | +6.2% |
| 30D | -1.2% | -8.5% | +7.4% | +2.6% |
| 3M | +2.9% | +20.6% | -17.6% | -6.1% |
| 6M | +6.7% | +7.2% | -0.5% | +1.5% |
| YTD | +23.9% | -3.9% | +27.7% | +22.8% |
| 1Y | +18.6% | -3.6% | +22.2% | +17.1% |
| 3Y | +59.7% | +60.7% | -1.0% | +20.1% |
| 5Y | +42.1% | +42.2% | -0.1% | +11.9% |
| 10Y | +176.7% | +195.5% | -18.8% | +39.8% |
| All | +3,609.2% | +438.3% | +3,170.9% | +1,162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling