+177.2%
DLR vs WU
-39.0%
+216.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | +2.9% | -4.9% | +7.8% | +4.2% |
| 30D | -1.2% | -1.3% | +0.1% | -0.9% |
| 3M | +2.9% | -3.6% | +6.5% | +2.6% |
| 6M | +6.7% | -24.3% | +31.0% | +13.4% |
| YTD | +23.9% | -21.1% | +45.0% | +29.8% |
| 1Y | +18.6% | -10.3% | +28.9% | +19.0% |
| 3Y | +59.7% | -28.4% | +88.0% | +68.0% |
| 5Y | +42.1% | -51.2% | +93.3% | +65.5% |
| All | +177.2% | -39.0% | +216.2% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling