+133.8%
WM vs DT
+71.4%
+62.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.6% | +7.7% | +1.8% |
| 7D | +4.5% | -28.3% | +32.8% | +7.7% |
| 30D | +16.1% | -28.4% | +44.5% | +19.6% |
| 3M | +8.0% | -14.1% | +22.1% | +9.2% |
| 6M | +8.4% | +13.2% | -4.7% | +6.0% |
| YTD | +11.2% | +0.8% | +10.4% | +9.8% |
| 1Y | +22.3% | -7.8% | +30.1% | +21.9% |
| 3Y | +50.2% | -8.3% | +58.6% | +48.3% |
| 5Y | +63.3% | -42.7% | +106.0% | +67.0% |
| All | +133.8% | +71.4% | +62.4% | +87.9% |
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 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