+111.1%
DG vs WWD
+468.3%
-357.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -3.0% | +3.7% | -6.7% | -3.4% |
| 30D | +8.6% | +1.8% | +6.8% | +8.2% |
| 3M | +15.0% | -5.0% | +20.0% | +15.5% |
| 6M | +32.7% | -8.4% | +41.1% | +33.3% |
| YTD | +5.5% | +12.3% | -6.8% | +3.2% |
| 1Y | +34.6% | +26.2% | +8.4% | +29.8% |
| 3Y | +24.2% | +154.6% | -130.3% | +8.9% |
| 5Y | -32.3% | +195.3% | -227.5% | -42.6% |
| 10Y | +111.1% | +466.3% | -355.2% | +57.8% |
| All | +111.1% | +468.3% | -357.3% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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