+959.6%
DLTR vs IWD
+726.5%
+233.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | +2.5% | -0.3% | +2.7% | +2.6% |
| 30D | +2.1% | +0.6% | +1.5% | +1.6% |
| 3M | +20.3% | +7.2% | +13.0% | +14.3% |
| 6M | +11.5% | +16.2% | -4.7% | -0.2% |
| YTD | +6.8% | +23.3% | -16.5% | -8.4% |
| 1Y | +31.1% | +29.6% | +1.5% | +8.6% |
| 3Y | +10.7% | +70.5% | -59.8% | -25.1% |
| 5Y | +41.6% | +73.5% | -31.9% | -5.2% |
| 10Y | +58.1% | +198.3% | -140.2% | -29.3% |
| All | +959.6% | +726.5% | +233.1% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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