+248.1%
DGX vs WU
-39.1%
+287.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.9% | -3.5% | +2.6% | -0.1% |
| 30D | -1.2% | -2.9% | +1.8% | -0.6% |
| 3M | +15.8% | -2.3% | +18.0% | +15.3% |
| 6M | +18.2% | -25.4% | +43.5% | +25.2% |
| YTD | +37.2% | -21.2% | +58.4% | +43.2% |
| 1Y | +30.4% | -8.9% | +39.2% | +30.5% |
| 3Y | +96.7% | -29.0% | +125.7% | +106.3% |
| 5Y | +67.2% | -50.7% | +117.9% | +91.6% |
| All | +248.1% | -39.1% | +287.2% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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