+60.0%
DLR vs WWD
+164.2%
-104.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | +3.4% | +0.8% | +2.6% | +3.2% |
| 30D | -2.2% | -6.4% | +4.2% | -0.5% |
| 3M | +4.7% | -5.6% | +10.3% | +5.9% |
| 6M | +9.0% | -9.1% | +18.1% | +10.9% |
| YTD | +24.1% | +12.5% | +11.6% | +18.3% |
| 1Y | +20.9% | +41.3% | -20.4% | +6.5% |
| 3Y | +60.0% | +170.2% | -110.2% | +4.9% |
| All | +60.0% | +164.2% | -104.1% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling