+43.4%
DLTR vs WPM
+558.4%
-515.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -10.1% | -0.6% | -9.5% | -10.1% |
| 30D | -8.1% | +14.4% | -22.5% | -8.9% |
| 3M | +2.9% | +37.0% | -34.1% | +0.8% |
| 6M | +4.3% | +4.1% | +0.2% | +3.7% |
| YTD | -3.9% | +31.7% | -35.7% | -5.9% |
| 1Y | +18.9% | +44.2% | -25.3% | +15.7% |
| 3Y | +1.9% | +265.5% | -263.6% | -6.1% |
| 5Y | +31.0% | +262.5% | -231.5% | +20.1% |
| All | +43.4% | +558.4% | -515.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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