+176.7%
DLR vs WWD
+479.8%
-303.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | -1.2% | -5.1% | +3.9% | 0.0% |
| 3M | +2.9% | -11.2% | +14.2% | +5.4% |
| 6M | +6.7% | -12.0% | +18.7% | +9.1% |
| YTD | +23.9% | +12.0% | +11.9% | +19.6% |
| 1Y | +18.6% | +42.8% | -24.2% | +8.0% |
| 3Y | +59.7% | +168.9% | -109.3% | +25.0% |
| 5Y | +42.1% | +192.2% | -150.2% | +7.3% |
| 10Y | +176.7% | +495.3% | -318.6% | +71.8% |
| All | +176.7% | +479.8% | -303.1% | +71.8% |
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