+68.3%
DGX vs WTW
+42.0%
+26.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.9% | -5.7% | +4.8% | +0.7% |
| 30D | -1.2% | -7.3% | +6.1% | +0.9% |
| 3M | +15.8% | +21.5% | -5.7% | +9.3% |
| 6M | +18.2% | +9.6% | +8.5% | +14.3% |
| YTD | +37.2% | -3.3% | +40.5% | +37.2% |
| 1Y | +30.4% | -6.1% | +36.5% | +31.7% |
| 3Y | +96.7% | +61.8% | +34.9% | +59.8% |
| All | +68.3% | +42.0% | +26.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling