+100.8%
DG vs WU
-38.9%
+139.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +0.3% | -2.0% | +2.3% | +0.7% |
| 30D | +3.2% | +11.4% | -8.2% | +0.8% |
| 3M | +10.4% | -6.8% | +17.2% | +12.0% |
| 6M | +33.2% | -14.6% | +47.8% | +36.7% |
| YTD | +3.0% | -20.6% | +23.6% | +7.1% |
| 1Y | +31.2% | -15.4% | +46.6% | +34.4% |
| 3Y | +21.8% | -23.6% | +45.4% | +26.2% |
| 5Y | -35.0% | -43.4% | +8.4% | -28.5% |
| All | +100.8% | -38.9% | +139.7% | +94.5% |
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