+1,188.5%
WDC vs DLTR
+45.3%
+1,143.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -4.3% | -10.1% | +5.8% | -1.9% |
| 30D | -1.5% | -8.1% | +6.6% | +0.3% |
| 3M | -15.5% | +2.9% | -18.3% | -17.5% |
| 6M | +66.5% | +4.3% | +62.1% | +60.3% |
| YTD | +159.9% | -3.9% | +163.8% | +156.5% |
| 1Y | +366.0% | +18.9% | +347.1% | +331.1% |
| 3Y | +1,285.8% | +1.9% | +1,283.9% | +1,186.2% |
| 5Y | +925.6% | +31.0% | +894.6% | +728.6% |
| All | +1,188.5% | +45.3% | +1,143.3% | +872.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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