+43.4%
DLTR vs WCC
+541.6%
-498.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.2% |
| 7D | -10.1% | +1.5% | -11.6% | -10.4% |
| 30D | -8.1% | -2.1% | -6.0% | -8.0% |
| 3M | +2.9% | +3.8% | -1.0% | +1.1% |
| 6M | +4.3% | +35.0% | -30.6% | -3.9% |
| YTD | -3.9% | +46.4% | -50.3% | -13.3% |
| 1Y | +18.9% | +63.0% | -44.1% | +4.3% |
| 3Y | +1.9% | +133.9% | -132.0% | -20.9% |
| 5Y | +31.0% | +226.5% | -195.5% | -9.9% |
| All | +43.4% | +541.6% | -498.2% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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