+130.0%
WM vs DT
+70.5%
+59.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +1.2% | -7.5% | +8.7% | +1.9% |
| 30D | +13.7% | -31.5% | +45.2% | +17.7% |
| 3M | +5.2% | -14.0% | +19.2% | +6.4% |
| 6M | +11.2% | +6.9% | +4.3% | +9.4% |
| YTD | +9.4% | +0.3% | +9.1% | +8.1% |
| 1Y | +20.4% | -6.9% | +27.3% | +19.8% |
| 3Y | +44.7% | -13.9% | +58.6% | +43.8% |
| 5Y | +58.5% | -39.9% | +98.4% | +61.0% |
| All | +130.0% | +70.5% | +59.5% | +85.0% |
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