Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WELL vs DLTR✓SelectedUSD · DLTRWELL vs DLTR performance historyLatest closeAs of-0.57%09/09
Stock and ETF performance explorer

WELL vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+208.8%
DLTR return
+27.2%
Excess return
+181.7%
Maximum drawdown
-40.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D-0.6%-4.6%+4.0%-0.3%
7D-1.1%-10.2%+9.1%-0.5%
30D+0.7%-8.5%+9.2%+1.3%
3M+14.5%+5.6%+9.0%+14.0%
6M+14.4%+2.2%+12.2%+14.1%
YTD+28.5%-3.8%+32.2%+28.6%
1Y+41.8%+22.9%+18.8%+39.3%
3Y+202.8%+2.0%+200.8%+202.9%
5Y+208.8%+29.8%+179.0%+202.9%
All+208.8%+27.2%+181.7%+202.9%

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