+1.9%
DLTR vs WCN
+18.4%
-16.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -10.1% | -3.1% | -7.0% | -9.6% |
| 30D | -8.1% | -3.4% | -4.7% | -7.6% |
| 3M | +2.9% | +3.0% | -0.1% | +2.7% |
| 6M | +4.3% | -3.8% | +8.1% | +5.1% |
| YTD | -3.9% | -8.3% | +4.4% | -2.8% |
| 1Y | +18.9% | -9.7% | +28.6% | +20.5% |
| 3Y | +1.9% | +17.2% | -15.2% | -5.7% |
| All | +1.9% | +18.4% | -16.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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