+248.1%
DGX vs WY
+7.6%
+240.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.9% | -4.2% | +3.3% | +0.2% |
| 30D | -1.2% | -10.1% | +8.9% | +1.6% |
| 3M | +15.8% | -8.5% | +24.3% | +18.2% |
| 6M | +18.2% | -3.3% | +21.5% | +18.7% |
| YTD | +37.2% | -4.4% | +41.6% | +37.9% |
| 1Y | +30.4% | -11.5% | +41.8% | +33.5% |
| 3Y | +96.7% | -24.3% | +121.0% | +107.3% |
| 5Y | +67.2% | -21.3% | +88.5% | +72.1% |
| All | +248.1% | +7.6% | +240.6% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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