+68.3%
DGX vs WWD
+184.1%
-115.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | -0.9% | -2.6% | +1.7% | -0.7% |
| 30D | -1.2% | -6.9% | +5.8% | -0.5% |
| 3M | +15.8% | -13.0% | +28.8% | +17.1% |
| 6M | +18.2% | -12.5% | +30.6% | +19.2% |
| YTD | +37.2% | +11.8% | +25.4% | +34.7% |
| 1Y | +30.4% | +41.1% | -10.7% | +24.6% |
| 3Y | +96.7% | +163.1% | -66.3% | +71.2% |
| All | +68.3% | +184.1% | -115.8% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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