+132.9%
WM vs DT
+73.5%
+59.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +0.8% | -5.4% | +6.2% | +1.3% |
| 30D | +13.8% | -32.2% | +46.0% | +17.9% |
| 3M | +6.4% | -10.9% | +17.3% | +7.2% |
| 6M | +13.2% | +10.0% | +3.2% | +11.1% |
| YTD | +10.8% | +2.1% | +8.7% | +9.2% |
| 1Y | +20.2% | -5.5% | +25.7% | +19.4% |
| 3Y | +46.5% | -12.4% | +58.9% | +45.3% |
| 5Y | +61.3% | -39.7% | +101.0% | +63.9% |
| All | +132.9% | +73.5% | +59.4% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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