+811.5%
WEC vs DG
+631.4%
+180.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.4% | +5.2% | -3.8% | +0.6% |
| 30D | +12.8% | +7.9% | +4.9% | +11.4% |
| 3M | +11.2% | +12.7% | -1.5% | +9.0% |
| 6M | +6.6% | +22.4% | -15.8% | +2.9% |
| YTD | +13.8% | +5.4% | +8.4% | +12.1% |
| 1Y | +7.6% | +39.4% | -31.7% | +1.1% |
| 3Y | +62.2% | +24.1% | +38.1% | +50.8% |
| 5Y | +52.0% | -32.2% | +84.1% | +55.4% |
| 10Y | +189.4% | +111.8% | +77.6% | +151.3% |
| All | +811.5% | +631.4% | +180.1% | +555.0% |
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