+1,088.5%
DLTR vs WU
-21.6%
+1,110.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -5.0% |
| 7D | -5.8% | -0.8% | -5.0% | -5.6% |
| 30D | -5.2% | -1.1% | -4.1% | -5.0% |
| 3M | +15.2% | -1.8% | +17.0% | +14.7% |
| 6M | +7.1% | -23.9% | +31.0% | +13.3% |
| YTD | +0.8% | -20.4% | +21.2% | +5.2% |
| 1Y | +24.8% | -10.6% | +35.4% | +25.9% |
| 3Y | +6.9% | -27.7% | +34.7% | +12.5% |
| 5Y | +33.2% | -51.1% | +84.4% | +52.3% |
| 10Y | +51.6% | -40.7% | +92.3% | +61.9% |
| All | +1,088.5% | -21.6% | +1,110.1% | +992.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling