+248.1%
DGX vs WSM
+1,071.8%
-823.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -1.2% | -7.7% | +6.6% | 0.0% |
| 3M | +15.8% | +3.8% | +12.0% | +15.0% |
| 6M | +18.2% | +22.7% | -4.5% | +14.3% |
| YTD | +37.2% | +28.0% | +9.2% | +31.5% |
| 1Y | +30.4% | +12.7% | +17.6% | +27.0% |
| 3Y | +96.7% | +231.3% | -134.6% | +53.3% |
| 5Y | +67.2% | +177.2% | -110.0% | +30.4% |
| All | +248.1% | +1,071.8% | -823.6% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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