+113.2%
WDC vs DG
+45.3%
+67.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.5% | -15.3% | -4.6% |
| 7D | -18.3% | +12.3% | -30.6% | -15.8% |
| 30D | -26.7% | +19.3% | -46.0% | -23.5% |
| 3M | -40.9% | +11.9% | -52.8% | -38.7% |
| 6M | -26.8% | +25.0% | -51.7% | -23.8% |
| YTD | +88.2% | +8.7% | +79.4% | +103.7% |
| 1Y | +113.2% | +44.7% | +68.5% | +126.2% |
| All | +113.2% | +45.3% | +67.9% | +126.2% |
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