+9,431.7%
DGX vs WWD
+9,480.9%
-49.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -1.2% | -6.4% | +5.2% | -0.2% |
| 3M | +19.9% | -5.6% | +25.5% | +20.6% |
| 6M | +19.2% | -9.1% | +28.3% | +20.3% |
| YTD | +37.5% | +12.5% | +25.0% | +33.5% |
| 1Y | +31.3% | +41.3% | -10.0% | +22.2% |
| 3Y | +96.6% | +170.2% | -73.6% | +61.3% |
| 5Y | +64.3% | +192.5% | -128.2% | +30.9% |
| 10Y | +241.1% | +476.9% | -235.8% | +130.2% |
| All | +9,431.7% | +9,480.9% | -49.2% | +3,665.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling