+98.2%
DG vs WAB
+296.8%
-198.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | +4.2% | -4.1% | +8.2% | +4.8% |
| 3M | +9.5% | +8.2% | +1.3% | +7.9% |
| 6M | -13.1% | +15.4% | -28.5% | -15.3% |
| YTD | -4.8% | +33.1% | -38.0% | -9.2% |
| 1Y | +20.6% | +48.1% | -27.5% | +13.2% |
| 3Y | +4.9% | +167.7% | -162.8% | -11.7% |
| 5Y | -37.9% | +225.7% | -263.6% | -49.6% |
| All | +98.2% | +296.8% | -198.6% | +45.1% |
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