+436.3%
DGX vs WU
-21.6%
+457.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | -1.2% | -1.1% | -0.1% | -1.0% |
| 3M | +19.9% | -1.8% | +21.7% | +19.3% |
| 6M | +19.2% | -23.9% | +43.1% | +26.0% |
| YTD | +37.5% | -20.4% | +57.9% | +43.4% |
| 1Y | +31.3% | -10.6% | +41.9% | +32.2% |
| 3Y | +96.6% | -27.7% | +124.4% | +105.6% |
| 5Y | +64.3% | -51.1% | +115.4% | +86.4% |
| 10Y | +241.1% | -40.7% | +281.8% | +257.2% |
| All | +436.3% | -21.6% | +457.9% | +388.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling