+1,285.8%
WDC vs DGX
+96.4%
+1,189.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -2.5% |
| 7D | -4.3% | -0.9% | -3.4% | -4.5% |
| 30D | -1.5% | -1.2% | -0.3% | -1.7% |
| 3M | -15.5% | +15.8% | -31.3% | -12.1% |
| 6M | +66.5% | +18.2% | +48.3% | +74.0% |
| YTD | +159.9% | +37.2% | +122.7% | +175.4% |
| 1Y | +366.0% | +30.4% | +335.6% | +391.2% |
| 3Y | +1,285.8% | +96.7% | +1,189.1% | +1,439.0% |
| All | +1,285.8% | +96.4% | +1,189.4% | +1,439.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling