+142.0%
WEC vs DLTR
+45.3%
+96.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.6% | -10.1% | +9.5% | +0.3% |
| 30D | -2.6% | -8.1% | +5.5% | -2.0% |
| 3M | -6.0% | +2.9% | -8.9% | -6.4% |
| 6M | -5.4% | +4.3% | -9.8% | -6.1% |
| YTD | +2.5% | -3.9% | +6.4% | +2.3% |
| 1Y | -0.7% | +18.9% | -19.6% | -2.9% |
| 3Y | +38.7% | +1.9% | +36.8% | +36.3% |
| 5Y | +31.7% | +31.0% | +0.7% | +24.2% |
| All | +142.0% | +45.3% | +96.8% | +120.8% |
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