+1,359.8%
WDC vs DG
+10.3%
+1,349.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +1.9% |
| 7D | +6.0% | -2.5% | +8.5% | +5.8% |
| 30D | +9.9% | +1.0% | +8.9% | +10.1% |
| 3M | -9.4% | +20.3% | -29.7% | -8.9% |
| 6M | +94.7% | -11.7% | +106.5% | +96.7% |
| YTD | +177.4% | -2.3% | +179.7% | +180.2% |
| 1Y | +412.6% | +20.0% | +392.6% | +421.2% |
| 3Y | +1,359.8% | +7.2% | +1,352.5% | +1,524.4% |
| All | +1,359.8% | +10.3% | +1,349.4% | +1,524.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling