+31.1%
DLTR vs NWSA
+5.5%
+25.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | +2.5% | -1.9% | +4.3% | +2.8% |
| 30D | +2.1% | +4.6% | -2.5% | +1.1% |
| 3M | +20.3% | +13.2% | +7.0% | +17.3% |
| 6M | +11.5% | +27.0% | -15.5% | +5.4% |
| YTD | +6.8% | +16.8% | -10.0% | +4.4% |
| 1Y | +31.1% | +4.5% | +26.6% | +32.7% |
| All | +31.1% | +5.5% | +25.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling