+100.8%
DG vs WAB
+266.7%
-165.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +0.3% | +5.1% | -4.8% | -0.4% |
| 30D | +3.2% | +4.0% | -0.8% | +2.6% |
| 3M | +10.4% | +0.1% | +10.3% | +10.3% |
| 6M | +33.2% | +12.8% | +20.4% | +30.3% |
| YTD | +3.0% | +40.1% | -37.1% | -2.5% |
| 1Y | +31.2% | +46.4% | -15.2% | +23.5% |
| 3Y | +21.8% | +167.4% | -145.5% | +2.9% |
| 5Y | -35.0% | +215.0% | -250.0% | -46.9% |
| All | +100.8% | +266.7% | -165.9% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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