+95.6%
DG vs WCN
+235.2%
-139.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.8% |
| 7D | -6.3% | -4.4% | -1.9% | -4.6% |
| 30D | +2.4% | -4.4% | +6.9% | +4.2% |
| 3M | +12.4% | +0.5% | +11.9% | +12.2% |
| 6M | -14.9% | -3.3% | -11.7% | -14.0% |
| YTD | -6.1% | -8.5% | +2.4% | -3.3% |
| 1Y | +17.9% | -8.9% | +26.8% | +21.3% |
| 3Y | +3.1% | +18.0% | -14.9% | -6.5% |
| 5Y | -38.7% | +25.0% | -63.7% | -46.5% |
| All | +95.6% | +235.2% | -139.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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