+7.2%
DG vs WWD
+164.2%
-156.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.9% |
| 7D | -2.5% | +0.8% | -3.3% | -2.5% |
| 30D | +1.0% | -6.4% | +7.4% | +1.4% |
| 3M | +20.3% | -5.6% | +25.9% | +20.2% |
| 6M | -11.7% | -9.1% | -2.6% | -11.6% |
| YTD | -2.3% | +12.5% | -14.8% | -3.4% |
| 1Y | +20.0% | +41.3% | -21.3% | +18.8% |
| 3Y | +7.2% | +170.2% | -163.0% | +4.8% |
| All | +7.2% | +164.2% | -156.9% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling