+10,029.9%
DLTR vs WY
+344.1%
+9,685.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.1% | -4.4% |
| 7D | -10.2% | -1.7% | -8.6% | -9.7% |
| 30D | -8.5% | -9.9% | +1.4% | -5.5% |
| 3M | +5.6% | -7.5% | +13.1% | +7.9% |
| 6M | +2.2% | -5.1% | +7.3% | +3.7% |
| YTD | -3.8% | -2.1% | -1.7% | -3.5% |
| 1Y | +22.9% | -7.3% | +30.3% | +25.2% |
| 3Y | +2.0% | -22.6% | +24.7% | +8.8% |
| 5Y | +29.8% | -19.8% | +49.6% | +35.8% |
| 10Y | +45.0% | +9.6% | +35.5% | +28.8% |
| All | +10,029.9% | +344.1% | +9,685.7% | +5,235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling