+248.1%
DGX vs WCN
+235.9%
+12.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.9% | -3.1% | +2.2% | +0.6% |
| 30D | -1.2% | -3.4% | +2.2% | +0.4% |
| 3M | +15.8% | +3.0% | +12.8% | +14.0% |
| 6M | +18.2% | -3.8% | +21.9% | +19.5% |
| YTD | +37.2% | -8.3% | +45.5% | +41.5% |
| 1Y | +30.4% | -9.7% | +40.1% | +35.2% |
| 3Y | +96.7% | +17.2% | +79.6% | +76.2% |
| 5Y | +67.2% | +25.3% | +41.9% | +41.7% |
| All | +248.1% | +235.9% | +12.2% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling