+583.4%
DG vs WAB
+1,420.0%
-836.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +8.4% | -3.2% | +11.6% | +9.0% |
| 30D | +4.9% | -4.4% | +9.4% | +5.8% |
| 3M | +29.3% | +7.9% | +21.5% | +27.0% |
| 6M | -11.3% | +8.7% | -20.0% | -13.1% |
| YTD | +1.8% | +33.0% | -31.2% | -4.1% |
| 1Y | +25.3% | +46.7% | -21.3% | +15.9% |
| 3Y | +9.1% | +153.0% | -143.9% | -10.8% |
| 5Y | -34.9% | +222.3% | -257.1% | -49.7% |
| 10Y | +108.2% | +291.0% | -182.8% | +44.7% |
| All | +583.4% | +1,420.0% | -836.6% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling