+1.9%
DLTR vs WSM
+230.1%
-228.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -10.1% | -0.5% | -9.6% | -10.0% |
| 30D | -8.1% | -7.7% | -0.4% | -6.6% |
| 3M | +2.9% | +3.8% | -0.9% | +2.0% |
| 6M | +4.3% | +22.7% | -18.3% | +0.2% |
| YTD | -3.9% | +28.0% | -31.9% | -8.4% |
| 1Y | +18.9% | +12.7% | +6.2% | +15.4% |
| 3Y | +1.9% | +231.3% | -229.4% | -4.7% |
| All | +1.9% | +230.1% | -228.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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