+642.9%
WDC vs DG
+105.2%
+537.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | +12.1% | +0.3% | +11.8% | +12.1% |
| 30D | -18.8% | +3.2% | -22.0% | -19.4% |
| 3M | -39.3% | +10.4% | -49.7% | -40.6% |
| 6M | -40.1% | +33.2% | -73.3% | -44.0% |
| YTD | +71.8% | +3.0% | +68.8% | +68.8% |
| 1Y | +88.5% | +31.2% | +57.3% | +75.8% |
| 3Y | +770.0% | +21.8% | +748.2% | +681.9% |
| 5Y | +549.0% | -35.0% | +584.0% | +616.6% |
| All | +642.9% | +105.2% | +537.7% | +457.6% |
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