+43.4%
DLTR vs WAB
+296.8%
-253.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -8.1% | -4.1% | -4.0% | -7.0% |
| 3M | +2.9% | +8.2% | -5.3% | -0.3% |
| 6M | +4.3% | +15.4% | -11.1% | -1.1% |
| YTD | -3.9% | +33.1% | -37.1% | -13.0% |
| 1Y | +18.9% | +48.1% | -29.2% | +4.2% |
| 3Y | +1.9% | +167.7% | -165.8% | -26.4% |
| 5Y | +31.0% | +225.7% | -194.7% | -11.6% |
| All | +43.4% | +296.8% | -253.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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