+100.8%
DG vs WWD
+439.4%
-338.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +0.3% | +4.0% | -3.7% | -0.1% |
| 30D | +3.2% | +0.4% | +2.8% | +3.0% |
| 3M | +10.4% | -7.9% | +18.3% | +11.3% |
| 6M | +33.2% | -10.6% | +43.8% | +34.2% |
| YTD | +3.0% | +9.4% | -6.4% | +1.0% |
| 1Y | +31.2% | +25.7% | +5.5% | +26.7% |
| 3Y | +21.8% | +148.5% | -126.7% | +7.1% |
| 5Y | -35.0% | +189.5% | -224.5% | -44.7% |
| All | +100.8% | +439.4% | -338.6% | +53.6% |
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