+302.9%
WM vs DLTR
+50.3%
+252.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.1% | +0.1% |
| 7D | -0.9% | -5.8% | +4.9% | -0.2% |
| 30D | -4.3% | -5.2% | +0.9% | -3.8% |
| 3M | +0.8% | +15.2% | -14.4% | -1.1% |
| 6M | -10.8% | +7.1% | -17.9% | -12.0% |
| YTD | -0.1% | +0.8% | -0.9% | -0.9% |
| 1Y | +1.0% | +24.8% | -23.8% | -2.8% |
| 3Y | +45.1% | +6.9% | +38.2% | +40.0% |
| 5Y | +52.1% | +33.2% | +18.9% | +35.8% |
| 10Y | +302.9% | +51.6% | +251.4% | +233.9% |
| All | +302.9% | +50.3% | +252.7% | +233.9% |
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 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