+1,192.8%
DLR vs WU
-19.6%
+1,212.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | -3.4% | -1.1% | -2.3% | -3.1% |
| 3M | +0.5% | -3.9% | +4.4% | +0.3% |
| 6M | +4.6% | -20.7% | +25.2% | +11.8% |
| YTD | +23.4% | -18.4% | +41.8% | +30.0% |
| 1Y | +19.0% | -8.1% | +27.1% | +18.5% |
| 3Y | +56.5% | -24.2% | +80.7% | +63.4% |
| 5Y | +33.3% | -50.4% | +83.8% | +61.3% |
| 10Y | +165.1% | -40.0% | +205.2% | +178.2% |
| All | +1,192.8% | -19.6% | +1,212.4% | +926.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling