-37.9%
DG vs WWD
+192.1%
-230.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.8% |
| 7D | -2.5% | +0.8% | -3.3% | -2.5% |
| 30D | +1.0% | -6.4% | +7.4% | +1.7% |
| 3M | +20.3% | -5.6% | +25.9% | +20.5% |
| 6M | -11.7% | -9.1% | -2.6% | -11.3% |
| YTD | -2.3% | +12.5% | -14.8% | -4.5% |
| 1Y | +20.0% | +41.3% | -21.3% | +14.7% |
| 3Y | +7.2% | +170.2% | -163.0% | -7.1% |
| 5Y | -37.9% | +192.5% | -230.4% | -49.2% |
| All | -37.9% | +192.1% | -230.0% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling