+583.4%
DG vs WWD
+1,509.4%
-926.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | +8.4% | +1.3% | +7.1% | +8.2% |
| 30D | +4.9% | -7.2% | +12.1% | +6.0% |
| 3M | +29.3% | -3.8% | +33.2% | +29.5% |
| 6M | -11.3% | -9.9% | -1.4% | -10.5% |
| YTD | +1.8% | +14.8% | -13.1% | -1.1% |
| 1Y | +25.3% | +42.1% | -16.7% | +18.0% |
| 3Y | +9.1% | +170.8% | -161.7% | -8.3% |
| 5Y | -34.9% | +197.5% | -232.4% | -46.8% |
| 10Y | +108.2% | +477.8% | -369.7% | +44.1% |
| All | +583.4% | +1,509.4% | -926.0% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling