+916.1%
WDC vs DLTR
+30.4%
+885.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -4.3% | -10.1% | +5.8% | -2.8% |
| 30D | -1.5% | -8.1% | +6.6% | -0.4% |
| 3M | -15.5% | +2.9% | -18.3% | -16.9% |
| 6M | +66.5% | +4.3% | +62.1% | +62.3% |
| YTD | +159.9% | -3.9% | +163.8% | +158.2% |
| 1Y | +366.0% | +18.9% | +347.1% | +342.8% |
| 3Y | +1,285.8% | +1.9% | +1,283.9% | +1,219.9% |
| All | +916.1% | +30.4% | +885.7% | +920.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling