+556.0%
DG vs WSM
+3,283.4%
-2,727.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -2.5% | +2.6% | -5.0% | -2.9% |
| 30D | +1.0% | -9.5% | +10.5% | +2.7% |
| 3M | +20.3% | +12.9% | +7.4% | +17.8% |
| 6M | -11.7% | +23.0% | -34.8% | -14.9% |
| YTD | -2.3% | +28.9% | -31.2% | -6.7% |
| 1Y | +20.0% | +13.7% | +6.3% | +16.9% |
| 3Y | +7.2% | +232.6% | -225.4% | -17.7% |
| 5Y | -37.9% | +185.9% | -223.8% | -52.5% |
| 10Y | +107.3% | +998.6% | -891.3% | +13.7% |
| All | +556.0% | +3,283.4% | -2,727.4% | +186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling