-37.9%
DG vs WCC
+229.6%
-267.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -4.2% |
| 7D | -2.5% | +8.5% | -10.9% | -3.1% |
| 30D | +1.0% | -1.0% | +2.0% | +1.0% |
| 3M | +20.3% | +2.1% | +18.2% | +19.8% |
| 6M | -11.7% | +36.8% | -48.6% | -14.8% |
| YTD | -2.3% | +47.7% | -50.1% | -6.5% |
| 1Y | +20.0% | +66.5% | -46.5% | +13.5% |
| 3Y | +7.2% | +134.2% | -126.9% | -4.4% |
| 5Y | -37.9% | +231.6% | -269.6% | -48.5% |
| All | -37.9% | +229.6% | -267.6% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling