+9,430.1%
DGX vs WY
+263.8%
+9,166.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.2% | -1.7% | -0.5% | -1.8% |
| 30D | -0.9% | -9.9% | +8.9% | +1.6% |
| 3M | +15.6% | -7.5% | +23.1% | +17.5% |
| 6M | +17.8% | -5.1% | +22.9% | +18.8% |
| YTD | +37.5% | -2.1% | +39.6% | +37.4% |
| 1Y | +31.2% | -7.3% | +38.5% | +32.6% |
| 3Y | +96.6% | -22.6% | +119.2% | +105.3% |
| 5Y | +64.9% | -19.8% | +84.7% | +68.7% |
| 10Y | +254.6% | +9.6% | +245.0% | +214.5% |
| All | +9,430.1% | +263.8% | +9,166.3% | +4,770.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling