+5,297.7%
WAB vs DGX
+8,794.8%
-3,497.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.2% | -2.2% | +2.5% | +0.9% |
| 30D | -4.6% | -0.9% | -3.6% | -4.3% |
| 3M | +5.6% | +15.6% | -10.0% | +1.3% |
| 6M | +13.8% | +17.8% | -4.0% | +8.3% |
| YTD | +31.9% | +37.5% | -5.6% | +19.9% |
| 1Y | +48.3% | +31.2% | +17.1% | +36.4% |
| 3Y | +167.1% | +96.6% | +70.5% | +116.8% |
| 5Y | +222.9% | +64.9% | +158.0% | +173.3% |
| 10Y | +289.9% | +254.6% | +35.3% | +162.7% |
| All | +5,297.7% | +8,794.8% | -3,497.1% | +2,106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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