-38.5%
DG vs WSM
+182.5%
-221.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.6% |
| 7D | -4.8% | +2.6% | -7.4% | -5.2% |
| 30D | +1.8% | -9.3% | +11.0% | +3.3% |
| 3M | +14.5% | +7.1% | +7.4% | +13.2% |
| 6M | -13.6% | +21.7% | -35.3% | -16.2% |
| YTD | -4.8% | +28.7% | -33.6% | -8.6% |
| 1Y | +21.6% | +13.9% | +7.7% | +18.6% |
| 3Y | +4.5% | +232.2% | -227.7% | -21.4% |
| 5Y | -38.5% | +176.4% | -214.9% | -54.5% |
| All | -38.5% | +182.5% | -221.0% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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