+9.7%
DLR vs WU
-11.2%
+20.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.9% |
| 7D | -1.3% | -5.0% | +3.7% | -1.0% |
| 30D | -2.9% | -2.3% | -0.6% | -2.7% |
| 3M | +3.2% | -3.2% | +6.4% | +2.7% |
| 6M | +3.9% | -25.0% | +28.9% | +4.6% |
| YTD | +21.4% | -21.7% | +43.1% | +22.1% |
| 1Y | +9.7% | -9.0% | +18.6% | +7.1% |
| All | +9.7% | -11.2% | +20.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling