+539.1%
DG vs WTW
+491.6%
+47.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -1.7% |
| 7D | -4.8% | -7.1% | +2.3% | -3.0% |
| 30D | +1.8% | -8.5% | +10.3% | +4.0% |
| 3M | +14.5% | +20.6% | -6.1% | +8.9% |
| 6M | -13.6% | +7.2% | -20.8% | -15.5% |
| YTD | -4.8% | -3.9% | -1.0% | -4.8% |
| 1Y | +21.6% | -3.6% | +25.2% | +21.5% |
| 3Y | +4.5% | +60.7% | -56.2% | -10.1% |
| 5Y | -38.5% | +42.2% | -80.6% | -45.9% |
| 10Y | +102.2% | +195.5% | -93.3% | +43.6% |
| All | +539.1% | +491.6% | +47.5% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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