+608.6%
DG vs WU
-22.8%
+631.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.7% |
| 7D | -3.0% | +2.1% | -5.1% | -3.5% |
| 30D | +8.6% | +10.1% | -1.5% | +6.5% |
| 3M | +15.0% | -1.1% | +16.2% | +15.2% |
| 6M | +32.7% | -19.8% | +52.5% | +37.6% |
| YTD | +5.5% | -20.8% | +26.3% | +9.4% |
| 1Y | +34.6% | -15.1% | +49.7% | +37.6% |
| 3Y | +24.2% | -23.2% | +47.4% | +28.1% |
| 5Y | -32.3% | -42.6% | +10.4% | -26.8% |
| 10Y | +111.1% | -38.9% | +150.0% | +119.1% |
| All | +608.6% | -22.8% | +631.4% | +570.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling