+43.4%
DLTR vs WY
+7.6%
+35.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -10.1% | -4.2% | -5.9% | -8.7% |
| 30D | -8.1% | -10.1% | +2.0% | -4.6% |
| 3M | +2.9% | -8.5% | +11.4% | +5.8% |
| 6M | +4.3% | -3.3% | +7.7% | +5.3% |
| YTD | -3.9% | -4.4% | +0.5% | -2.9% |
| 1Y | +18.9% | -11.5% | +30.4% | +23.3% |
| 3Y | +1.9% | -24.3% | +26.2% | +10.2% |
| 5Y | +31.0% | -21.3% | +52.3% | +38.7% |
| All | +43.4% | +7.6% | +35.9% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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