+10,029.9%
DLTR vs WSM
+13,355.8%
-3,326.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.4% | -4.5% |
| 7D | -10.2% | +2.6% | -12.9% | -10.9% |
| 30D | -8.5% | -9.3% | +0.8% | -6.2% |
| 3M | +5.6% | +7.1% | -1.5% | +3.6% |
| 6M | +2.2% | +21.7% | -19.5% | -3.0% |
| YTD | -3.8% | +28.7% | -32.5% | -10.1% |
| 1Y | +22.9% | +13.9% | +9.1% | +18.4% |
| 3Y | +2.0% | +232.2% | -230.1% | -29.7% |
| 5Y | +29.8% | +176.4% | -146.6% | -9.3% |
| 10Y | +45.0% | +1,072.4% | -1,027.4% | -36.8% |
| All | +10,029.9% | +13,355.8% | -3,326.0% | +2,043.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling