+3,632.2%
WM vs DLTR
+11,640.8%
-8,008.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | +2.5% | -2.8% | -0.7% |
| 30D | -2.4% | +2.1% | -4.4% | -2.7% |
| 3M | +0.4% | +20.3% | -19.8% | -2.3% |
| 6M | -9.5% | +11.5% | -21.0% | -11.5% |
| YTD | +0.5% | +6.8% | -6.3% | -1.3% |
| 1Y | -1.1% | +31.1% | -32.2% | -5.9% |
| 3Y | +46.0% | +10.7% | +35.4% | +38.7% |
| 5Y | +51.8% | +41.6% | +10.2% | +35.8% |
| 10Y | +307.5% | +58.1% | +249.4% | +247.3% |
| All | +3,632.2% | +11,640.8% | -8,008.6% | +1,534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling