-38.5%
DG vs WAB
+224.0%
-262.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.4% |
| 7D | -4.8% | +0.2% | -5.1% | -4.9% |
| 30D | +1.8% | -4.6% | +6.3% | +2.4% |
| 3M | +14.5% | +5.6% | +8.8% | +13.0% |
| 6M | -13.6% | +13.8% | -27.4% | -15.9% |
| YTD | -4.8% | +31.9% | -36.7% | -9.8% |
| 1Y | +21.6% | +48.3% | -26.7% | +13.0% |
| 3Y | +4.5% | +167.1% | -162.7% | -18.4% |
| 5Y | -38.5% | +222.9% | -261.3% | -54.0% |
| All | -38.5% | +224.0% | -262.4% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling