+7.2%
DG vs WCC
+137.6%
-130.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -4.1% |
| 7D | -2.5% | +8.5% | -10.9% | -2.8% |
| 30D | +1.0% | -1.0% | +2.0% | +1.0% |
| 3M | +20.3% | +2.1% | +18.2% | +20.1% |
| 6M | -11.7% | +36.8% | -48.6% | -13.6% |
| YTD | -2.3% | +47.7% | -50.1% | -4.7% |
| 1Y | +20.0% | +66.5% | -46.5% | +16.4% |
| 3Y | +7.2% | +134.2% | -126.9% | -0.7% |
| All | +7.2% | +137.6% | -130.4% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling