+10,029.9%
DLTR vs GWW
+6,764.1%
+3,265.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.3% |
| 7D | -10.2% | -0.5% | -9.8% | -10.1% |
| 30D | -8.5% | -1.4% | -7.1% | -8.0% |
| 3M | +5.6% | -3.6% | +9.2% | +6.7% |
| 6M | +2.2% | +15.1% | -12.9% | -3.1% |
| YTD | -3.8% | +27.5% | -31.2% | -12.3% |
| 1Y | +22.9% | +29.6% | -6.7% | +11.4% |
| 3Y | +2.0% | +90.1% | -88.0% | -20.8% |
| 5Y | +29.8% | +222.6% | -192.8% | -18.1% |
| 10Y | +45.0% | +566.5% | -521.5% | -34.4% |
| All | +10,029.9% | +6,764.1% | +3,265.8% | +1,615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling