+101.5%
DG vs WU
-39.7%
+141.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -2.5% | -5.3% | +2.8% | -1.3% |
| 30D | +7.7% | +9.0% | -1.3% | +5.6% |
| 3M | +13.1% | -3.6% | +16.7% | +13.8% |
| 6M | +32.0% | -19.4% | +51.4% | +37.2% |
| YTD | +3.3% | -21.7% | +25.0% | +7.8% |
| 1Y | +31.7% | -16.1% | +47.8% | +35.2% |
| 3Y | +21.7% | -24.1% | +45.8% | +26.2% |
| 5Y | -34.7% | -44.1% | +9.4% | -28.0% |
| All | +101.5% | -39.7% | +141.2% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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