+583.4%
DG vs WY
+191.2%
+392.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +8.4% | -1.7% | +10.1% | +8.8% |
| 30D | +4.9% | -10.1% | +15.0% | +7.6% |
| 3M | +29.3% | -5.1% | +34.5% | +30.7% |
| 6M | -11.3% | -4.8% | -6.5% | -10.5% |
| YTD | +1.8% | -0.2% | +2.0% | +1.3% |
| 1Y | +25.3% | -6.6% | +32.0% | +26.5% |
| 3Y | +9.1% | -22.7% | +31.8% | +13.8% |
| 5Y | -34.9% | -22.2% | -12.7% | -32.8% |
| 10Y | +108.2% | +7.3% | +100.9% | +89.0% |
| All | +583.4% | +191.2% | +392.2% | +361.6% |
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