+1,228.2%
WDC vs DLR
+172.7%
+1,055.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -3.5% |
| 7D | +4.4% | -1.3% | +5.7% | +5.1% |
| 30D | +5.3% | -2.9% | +8.1% | +6.9% |
| 3M | -5.9% | +3.2% | -9.1% | -7.7% |
| 6M | +73.2% | +3.9% | +69.4% | +69.9% |
| YTD | +167.8% | +21.4% | +146.4% | +144.9% |
| 1Y | +386.0% | +9.7% | +376.3% | +364.4% |
| 3Y | +1,309.7% | +56.5% | +1,253.2% | +1,045.4% |
| 5Y | +957.1% | +41.5% | +915.6% | +770.6% |
| All | +1,228.2% | +172.7% | +1,055.4% | +713.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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