+9,430.1%
DGX vs WSM
+9,875.9%
-445.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.2% | +2.6% | -4.8% | -2.6% |
| 30D | -0.9% | -9.3% | +8.4% | +0.3% |
| 3M | +15.6% | +7.1% | +8.5% | +14.4% |
| 6M | +17.8% | +21.7% | -3.9% | +14.5% |
| YTD | +37.5% | +28.7% | +8.7% | +32.3% |
| 1Y | +31.2% | +13.9% | +17.3% | +28.0% |
| 3Y | +96.6% | +232.2% | -135.6% | +60.9% |
| 5Y | +64.9% | +176.4% | -111.5% | +35.0% |
| 10Y | +254.6% | +1,072.4% | -817.8% | +126.9% |
| All | +9,430.1% | +9,875.9% | -445.8% | +4,110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling