+59.7%
WM vs DLTR
+20.0%
+39.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.9% | -1.8% |
| 7D | +1.2% | -2.0% | +3.2% | +1.3% |
| 30D | +13.1% | +12.8% | +0.3% | +12.2% |
| 3M | +3.6% | +1.1% | +2.5% | +3.4% |
| 6M | +8.1% | +35.9% | -27.8% | +6.0% |
| YTD | +8.9% | +6.6% | +2.3% | +8.1% |
| 1Y | +20.3% | +28.6% | -8.3% | +17.9% |
| 3Y | +46.2% | +14.0% | +32.1% | +43.8% |
| All | +59.7% | +20.0% | +39.7% | +54.8% |
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