+46.0%
DGX vs NWSA
+18.2%
+27.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.7% |
| 7D | +4.1% | +4.3% | -0.2% | +3.2% |
| 30D | +10.5% | +5.6% | +5.0% | +9.3% |
| 3M | +9.8% | +7.3% | +2.6% | +8.4% |
| 6M | +34.6% | +18.8% | +15.7% | +30.1% |
| YTD | +49.8% | +17.9% | +31.9% | +44.1% |
| 1Y | +46.0% | +19.3% | +26.7% | +39.9% |
| All | +46.0% | +18.2% | +27.8% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling