+328.7%
WM vs DLTR
+88.8%
+239.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.4% |
| 7D | -0.5% | -1.0% | +0.5% | -0.4% |
| 30D | +13.3% | +15.7% | -2.4% | +11.2% |
| 3M | +4.4% | +4.8% | -0.5% | +3.5% |
| 6M | +10.8% | +45.6% | -34.8% | +5.3% |
| YTD | +9.1% | +11.6% | -2.5% | +6.7% |
| 1Y | +19.1% | +29.8% | -10.6% | +14.1% |
| 3Y | +45.7% | +20.8% | +24.9% | +38.2% |
| 5Y | +60.4% | +23.5% | +37.0% | +47.1% |
| 10Y | +328.7% | +80.5% | +248.2% | +256.7% |
| All | +328.7% | +88.8% | +239.9% | +256.7% |
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