+111.3%
WM vs DT
+103.5%
+7.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -0.3% | -3.3% | +3.0% | 0.0% |
| 30D | -2.4% | +2.0% | -4.4% | -2.7% |
| 3M | +0.4% | +20.0% | -19.6% | -1.7% |
| 6M | -9.5% | +39.3% | -48.8% | -13.1% |
| YTD | +0.5% | +19.8% | -19.2% | -2.1% |
| 1Y | -1.1% | +4.3% | -5.4% | -2.4% |
| 3Y | +46.0% | +7.7% | +38.3% | +42.2% |
| 5Y | +51.8% | -26.8% | +78.6% | +51.5% |
| All | +111.3% | +103.5% | +7.8% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling