+591.6%
DG vs WSM
+3,684.2%
-3,092.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +3.2% | +5.1% | -1.9% | +2.5% |
| 3M | +10.4% | +5.1% | +5.3% | +9.6% |
| 6M | +33.2% | +48.6% | -15.4% | +24.5% |
| YTD | +3.0% | +44.2% | -41.2% | -3.4% |
| 1Y | +31.2% | +38.1% | -6.9% | +24.0% |
| 3Y | +21.8% | +257.2% | -235.4% | -7.2% |
| 5Y | -35.0% | +165.1% | -200.1% | -49.4% |
| 10Y | +106.0% | +1,123.6% | -1,017.5% | +11.1% |
| All | +591.6% | +3,684.2% | -3,092.6% | +196.5% |
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 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