+591.6%
DG vs WY
+163.2%
+428.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.8% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | +3.2% | +10.1% | -6.9% | +1.0% |
| 3M | +10.4% | -15.4% | +25.8% | +14.9% |
| 6M | +33.2% | -8.3% | +41.5% | +35.7% |
| YTD | +3.0% | -9.8% | +12.8% | +5.1% |
| 1Y | +31.2% | -3.9% | +35.1% | +31.7% |
| 3Y | +21.8% | -23.3% | +45.1% | +27.5% |
| 5Y | -35.0% | -31.2% | -3.8% | -30.7% |
| 10Y | +106.0% | +5.5% | +100.5% | +88.2% |
| All | +591.6% | +163.2% | +428.4% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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