+52.1%
WM vs DLTR
+34.4%
+17.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.1% | -0.2% |
| 7D | -0.9% | -5.8% | +4.9% | -0.6% |
| 30D | -4.3% | -5.2% | +0.9% | -4.1% |
| 3M | +0.8% | +15.2% | -14.4% | -0.1% |
| 6M | -10.8% | +7.1% | -17.9% | -11.3% |
| YTD | -0.1% | +0.8% | -0.9% | -0.4% |
| 1Y | +1.0% | +24.8% | -23.8% | -0.8% |
| 3Y | +45.1% | +6.9% | +38.2% | +43.3% |
| 5Y | +52.1% | +33.2% | +18.9% | +48.9% |
| All | +52.1% | +34.4% | +17.7% | +48.9% |
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