+417.4%
WDC vs DG
+23.4%
+393.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.4% | +6.1% |
| 7D | +1.7% | +8.4% | -6.7% | +3.1% |
| 30D | -10.0% | +4.9% | -14.9% | -9.1% |
| 3M | -18.8% | +29.3% | -48.1% | -18.0% |
| 6M | +79.0% | -11.3% | +90.3% | +92.2% |
| YTD | +171.6% | +1.8% | +169.8% | +185.8% |
| 1Y | +417.4% | +25.3% | +392.0% | +452.8% |
| All | +417.4% | +23.4% | +393.9% | +452.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling