-32.3%
DG vs WCC
+153.2%
-185.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.1% |
| 7D | -3.0% | +3.3% | -6.3% | -3.2% |
| 30D | +8.6% | -9.4% | +18.1% | +9.0% |
| 3M | +15.0% | -10.5% | +25.5% | +15.5% |
| 6M | +32.7% | -10.4% | +43.1% | +32.9% |
| YTD | +5.5% | +34.4% | -28.9% | +1.3% |
| 1Y | +34.6% | +27.7% | +6.9% | +29.8% |
| 3Y | +24.2% | +137.9% | -113.7% | +9.3% |
| 5Y | -32.3% | +147.0% | -179.3% | -44.6% |
| All | -32.3% | +153.2% | -185.5% | -44.6% |
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