+1.9%
DLTR vs WTW
+61.9%
-60.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -10.1% | -5.7% | -4.4% | -9.0% |
| 30D | -8.1% | -7.3% | -0.9% | -6.7% |
| 3M | +2.9% | +21.5% | -18.6% | -0.7% |
| 6M | +4.3% | +9.6% | -5.3% | +2.5% |
| YTD | -3.9% | -3.3% | -0.7% | -3.3% |
| 1Y | +18.9% | -6.1% | +25.0% | +20.2% |
| 3Y | +1.9% | +61.8% | -59.9% | -6.7% |
| All | +1.9% | +61.9% | -60.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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