+324.8%
WM vs DLTR
+85.5%
+239.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +1.0% |
| 7D | +0.8% | -2.8% | +3.5% | +1.0% |
| 30D | +13.8% | +21.5% | -7.7% | +11.0% |
| 3M | +6.4% | +11.6% | -5.2% | +4.7% |
| 6M | +13.2% | +58.7% | -45.5% | +6.4% |
| YTD | +10.8% | +16.2% | -5.4% | +7.8% |
| 1Y | +20.2% | +34.8% | -14.7% | +14.6% |
| 3Y | +46.5% | +25.3% | +21.2% | +38.4% |
| 5Y | +61.3% | +25.8% | +35.4% | +47.8% |
| 10Y | +324.8% | +83.7% | +241.1% | +253.2% |
| All | +324.8% | +85.5% | +239.3% | +253.2% |
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