+991.6%
WDC vs DG
-39.5%
+1,031.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.1% |
| 7D | +7.5% | -4.8% | +12.3% | +7.6% |
| 30D | +10.1% | +1.8% | +8.3% | +9.9% |
| 3M | -6.8% | +14.5% | -21.3% | -7.9% |
| 6M | +84.1% | -13.6% | +97.7% | +86.4% |
| YTD | +180.3% | -4.8% | +185.1% | +181.4% |
| 1Y | +411.1% | +21.6% | +389.5% | +403.4% |
| 3Y | +1,375.0% | +4.5% | +1,370.5% | +1,364.5% |
| 5Y | +991.6% | -38.5% | +1,030.0% | +1,101.4% |
| All | +991.6% | -39.5% | +1,031.1% | +1,101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling