+30.4%
DGX vs WCN
-9.1%
+39.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.9% | -3.1% | +2.2% | -0.3% |
| 30D | -1.2% | -3.4% | +2.2% | -0.6% |
| 3M | +15.8% | +3.0% | +12.8% | +15.3% |
| 6M | +18.2% | -3.8% | +21.9% | +19.0% |
| YTD | +37.2% | -8.3% | +45.5% | +39.7% |
| 1Y | +30.4% | -9.7% | +40.1% | +33.1% |
| All | +30.4% | -9.1% | +39.5% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling