+608.2%
WDC vs DG
-32.2%
+640.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | -3.2% | -3.0% | -0.3% | -3.2% |
| 30D | -19.0% | +8.6% | -27.6% | -19.1% |
| 3M | -28.4% | +15.0% | -43.5% | -28.6% |
| 6M | -39.2% | +32.7% | -71.9% | -40.2% |
| YTD | +82.1% | +5.5% | +76.6% | +82.7% |
| 1Y | +84.7% | +34.6% | +50.1% | +82.0% |
| 3Y | +825.6% | +24.2% | +801.4% | +805.1% |
| 5Y | +608.2% | -32.3% | +640.4% | +692.7% |
| All | +608.2% | -32.2% | +640.3% | +692.7% |
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