+916.1%
WDC vs DGX
+66.8%
+849.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.1% |
| 7D | -4.3% | -0.9% | -3.4% | -4.3% |
| 30D | -1.5% | -1.2% | -0.3% | -1.4% |
| 3M | -15.5% | +15.8% | -31.3% | -16.6% |
| 6M | +66.5% | +18.2% | +48.3% | +63.7% |
| YTD | +159.9% | +37.2% | +122.7% | +147.7% |
| 1Y | +366.0% | +30.4% | +335.6% | +346.6% |
| 3Y | +1,285.8% | +96.7% | +1,189.1% | +1,038.5% |
| All | +916.1% | +66.8% | +849.3% | +700.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling