+113.2%
WDC vs DGX
+45.0%
+68.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.5% | -10.3% | -4.5% |
| 7D | -18.3% | +4.1% | -22.4% | -16.0% |
| 30D | -26.7% | +10.5% | -37.2% | -21.7% |
| 3M | -40.9% | +9.8% | -50.8% | -36.7% |
| 6M | -26.8% | +34.6% | -61.3% | -12.0% |
| YTD | +88.2% | +49.8% | +38.4% | +120.9% |
| 1Y | +113.2% | +46.0% | +67.2% | +146.8% |
| All | +113.2% | +45.0% | +68.2% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling