+34.0%
DGX vs WETO
-98.9%
+132.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -20.8% | +19.9% | -1.0% |
| 7D | -2.3% | -55.4% | +53.1% | -2.6% |
| 30D | +0.6% | -48.5% | +49.0% | +1.4% |
| 3M | +21.4% | -97.5% | +118.9% | +20.7% |
| 6M | +14.7% | -94.2% | +108.9% | +15.6% |
| YTD | +38.4% | -97.0% | +135.5% | +38.6% |
| 1Y | +34.0% | -98.9% | +132.9% | +35.0% |
| All | +34.0% | -98.9% | +132.9% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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