+326.4%
WM vs DLTR
+84.2%
+242.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | 0.0% |
| 7D | +1.2% | +5.0% | -3.9% | +0.4% |
| 30D | +13.7% | +18.7% | -5.0% | +11.2% |
| 3M | +5.2% | +8.9% | -3.6% | +3.9% |
| 6M | +11.2% | +49.4% | -38.3% | +5.3% |
| YTD | +9.4% | +14.5% | -5.1% | +6.7% |
| 1Y | +20.4% | +32.5% | -12.1% | +15.0% |
| 3Y | +44.7% | +23.4% | +21.2% | +37.0% |
| 5Y | +58.5% | +26.2% | +32.3% | +45.0% |
| 10Y | +326.4% | +82.4% | +243.9% | +254.0% |
| All | +326.4% | +84.2% | +242.2% | +254.0% |
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