+43.4%
DLTR vs GWW
+570.2%
-526.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -10.1% | -3.4% | -6.7% | -9.2% |
| 30D | -8.1% | -1.9% | -6.2% | -7.6% |
| 3M | +2.9% | -2.4% | +5.2% | +3.4% |
| 6M | +4.3% | +15.7% | -11.4% | -0.3% |
| YTD | -3.9% | +27.6% | -31.5% | -11.0% |
| 1Y | +18.9% | +27.2% | -8.3% | +10.3% |
| 3Y | +1.9% | +89.7% | -87.8% | -17.2% |
| 5Y | +31.0% | +223.9% | -192.9% | -9.9% |
| All | +43.4% | +570.2% | -526.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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