+6,052.0%
DGX vs WCN
+6,687.0%
-635.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -2.2% | -1.7% | -0.5% | -1.8% |
| 30D | -0.9% | -3.0% | +2.1% | -0.2% |
| 3M | +15.6% | +2.5% | +13.0% | +14.8% |
| 6M | +17.8% | -5.7% | +23.5% | +19.1% |
| YTD | +37.5% | -7.4% | +44.9% | +39.4% |
| 1Y | +31.2% | -8.6% | +39.8% | +33.4% |
| 3Y | +96.6% | +19.4% | +77.2% | +86.4% |
| 5Y | +64.9% | +27.2% | +37.7% | +53.3% |
| 10Y | +254.6% | +238.5% | +16.1% | +164.2% |
| All | +6,052.0% | +6,687.0% | -635.0% | +2,620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling