+64.4%
DGX vs WCC
+211.6%
-147.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.6% |
| 7D | -3.5% | +1.7% | -5.1% | -3.6% |
| 30D | -2.7% | -6.1% | +3.4% | -2.3% |
| 3M | +13.9% | +3.1% | +10.8% | +13.3% |
| 6M | +16.0% | +28.2% | -12.2% | +13.2% |
| YTD | +34.9% | +41.1% | -6.2% | +30.3% |
| 1Y | +30.6% | +61.3% | -30.7% | +24.4% |
| 3Y | +93.0% | +123.6% | -30.7% | +73.6% |
| 5Y | +64.4% | +214.8% | -150.4% | +39.4% |
| All | +64.4% | +211.6% | -147.2% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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