+1,359.8%
WDC vs DLR
+57.6%
+1,302.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +6.0% | +3.4% | +2.6% | +3.8% |
| 30D | +9.9% | -2.2% | +12.2% | +11.6% |
| 3M | -9.4% | +4.7% | -14.1% | -12.3% |
| 6M | +94.7% | +9.0% | +85.7% | +84.2% |
| YTD | +177.4% | +24.1% | +153.2% | +143.4% |
| 1Y | +412.6% | +20.9% | +391.6% | +353.3% |
| 3Y | +1,359.8% | +60.0% | +1,299.7% | +1,109.2% |
| All | +1,359.8% | +57.6% | +1,302.2% | +1,109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling