+43.4%
DLTR vs WU
-39.1%
+82.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -10.1% | -3.5% | -6.6% | -9.1% |
| 30D | -8.1% | -2.9% | -5.2% | -7.4% |
| 3M | +2.9% | -2.3% | +5.1% | +2.3% |
| 6M | +4.3% | -25.4% | +29.7% | +12.1% |
| YTD | -3.9% | -21.2% | +17.3% | +1.3% |
| 1Y | +18.9% | -8.9% | +27.8% | +19.1% |
| 3Y | +1.9% | -29.0% | +30.9% | +8.7% |
| 5Y | +31.0% | -50.7% | +81.7% | +55.1% |
| All | +43.4% | -39.1% | +82.6% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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