+1,247.7%
WDC vs DG
+632.1%
+615.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | -3.2% | -3.0% | -0.3% | -2.6% |
| 30D | -19.0% | +8.6% | -27.6% | -20.6% |
| 3M | -28.4% | +15.0% | -43.5% | -30.8% |
| 6M | -39.2% | +32.7% | -71.9% | -43.6% |
| YTD | +82.1% | +5.5% | +76.6% | +77.1% |
| 1Y | +84.7% | +34.6% | +50.1% | +69.7% |
| 3Y | +825.6% | +24.2% | +801.4% | +721.5% |
| 5Y | +608.2% | -32.3% | +640.4% | +641.3% |
| 10Y | +695.1% | +111.1% | +584.0% | +494.8% |
| All | +1,247.7% | +632.1% | +615.6% | +570.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling