+189.5%
DLR vs WWD
+468.3%
-278.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -2.0% | +3.7% | -5.8% | -2.8% |
| 30D | +0.5% | +1.8% | -1.3% | 0.0% |
| 3M | -4.4% | -5.0% | +0.5% | -3.5% |
| 6M | -6.4% | -8.4% | +2.0% | -5.0% |
| YTD | +19.5% | +12.3% | +7.2% | +15.2% |
| 1Y | +10.5% | +26.2% | -15.7% | +3.5% |
| 3Y | +54.0% | +154.6% | -100.6% | +21.9% |
| 5Y | +39.7% | +195.3% | -155.5% | +5.4% |
| 10Y | +189.5% | +466.3% | -276.8% | +88.8% |
| All | +189.5% | +468.3% | -278.8% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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