+2.3%
DLTR vs NWSA
+43.0%
-40.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -9.4% | -4.8% | -4.7% | -8.5% |
| 30D | -7.3% | +3.0% | -10.3% | -7.9% |
| 3M | +7.6% | +9.3% | -1.7% | +5.4% |
| 6M | +1.6% | +23.2% | -21.6% | -3.4% |
| YTD | -3.5% | +13.3% | -16.9% | -6.4% |
| 1Y | +20.0% | +2.9% | +17.1% | +19.2% |
| All | +2.3% | +43.0% | -40.6% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling