+1,228.2%
WDC vs DG
+99.2%
+1,129.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.2% |
| 7D | +4.4% | -6.3% | +10.7% | +5.5% |
| 30D | +5.3% | +2.4% | +2.9% | +4.7% |
| 3M | -5.9% | +12.4% | -18.3% | -8.8% |
| 6M | +73.2% | -14.9% | +88.2% | +77.0% |
| YTD | +167.8% | -6.1% | +173.9% | +168.1% |
| 1Y | +386.0% | +17.9% | +368.1% | +362.2% |
| 3Y | +1,309.7% | +3.1% | +1,306.6% | +1,221.4% |
| 5Y | +957.1% | -38.7% | +995.8% | +1,068.5% |
| All | +1,228.2% | +99.2% | +1,129.0% | +935.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling