+583.4%
DG vs WU
-20.5%
+603.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +8.4% | -0.8% | +9.2% | +8.5% |
| 30D | +4.9% | -1.1% | +6.0% | +5.1% |
| 3M | +29.3% | -3.9% | +33.2% | +29.4% |
| 6M | -11.3% | -20.7% | +9.4% | -7.8% |
| YTD | +1.8% | -18.4% | +20.1% | +5.0% |
| 1Y | +25.3% | -8.1% | +33.4% | +25.7% |
| 3Y | +9.1% | -24.2% | +33.2% | +12.6% |
| 5Y | -34.9% | -50.4% | +15.6% | -27.4% |
| 10Y | +108.2% | -40.0% | +148.2% | +116.5% |
| All | +583.4% | -20.5% | +603.9% | +543.2% |
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