+297.5%
WBD vs DGX
+510.8%
-213.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +1.8% |
| 7D | -0.6% | -3.5% | +2.9% | +0.8% |
| 30D | +4.2% | -2.7% | +6.9% | +5.2% |
| 3M | +7.5% | +13.9% | -6.4% | +1.8% |
| 6M | +1.6% | +16.0% | -14.4% | -4.8% |
| YTD | -2.2% | +34.9% | -37.1% | -14.1% |
| 1Y | +124.9% | +30.6% | +94.3% | +99.5% |
| 3Y | +149.1% | +93.0% | +56.1% | +84.7% |
| 5Y | +7.8% | +64.4% | -56.6% | -15.9% |
| 10Y | +14.9% | +248.1% | -233.2% | -38.9% |
| All | +297.5% | +510.8% | -213.3% | +42.9% |
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