+1,910.1%
WDC vs DG
+606.1%
+1,304.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.4% | +5.6% |
| 7D | +1.7% | +8.4% | -6.7% | +0.1% |
| 30D | -10.0% | +4.9% | -14.9% | -10.9% |
| 3M | -18.8% | +29.3% | -48.1% | -23.7% |
| 6M | +79.0% | -11.3% | +90.3% | +81.6% |
| YTD | +171.6% | +1.8% | +169.8% | +167.3% |
| 1Y | +417.4% | +25.3% | +392.0% | +383.4% |
| 3Y | +1,251.8% | +9.1% | +1,242.7% | +1,145.0% |
| 5Y | +911.7% | -34.9% | +946.6% | +972.3% |
| 10Y | +1,399.6% | +108.2% | +1,291.5% | +1,027.8% |
| All | +1,910.1% | +606.1% | +1,304.0% | +911.5% |
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