+11.4%
WBD vs DGX
+255.3%
-244.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | +1.4% | -1.2% | +2.6% | +1.8% |
| 3M | +4.4% | +15.8% | -11.4% | -0.8% |
| 6M | +0.8% | +18.2% | -17.3% | -5.1% |
| YTD | -2.7% | +37.2% | -39.9% | -13.4% |
| 1Y | +73.4% | +30.4% | +43.1% | +56.5% |
| 3Y | +142.1% | +96.7% | +45.4% | +85.0% |
| 5Y | +7.2% | +67.2% | -59.9% | -14.7% |
| All | +11.4% | +255.3% | -244.0% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling