+102.2%
DG vs WCC
+506.2%
-404.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | -4.8% | +6.8% | -11.6% | -5.5% |
| 30D | +1.8% | -3.0% | +4.8% | +2.0% |
| 3M | +14.5% | +0.2% | +14.3% | +14.0% |
| 6M | -13.6% | +33.2% | -46.7% | -16.9% |
| YTD | -4.8% | +45.8% | -50.7% | -9.5% |
| 1Y | +21.6% | +68.4% | -46.8% | +13.5% |
| 3Y | +4.5% | +131.1% | -126.7% | -8.3% |
| 5Y | -38.5% | +225.6% | -264.1% | -49.6% |
| 10Y | +102.2% | +534.2% | -432.0% | +45.1% |
| All | +102.2% | +506.2% | -404.0% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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