+142.0%
WEC vs DGX
+255.3%
-113.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | -2.6% | -1.2% | -1.5% | -2.3% |
| 3M | -6.0% | +15.8% | -21.8% | -10.4% |
| 6M | -5.4% | +18.2% | -23.6% | -10.5% |
| YTD | +2.5% | +37.2% | -34.7% | -7.7% |
| 1Y | -0.7% | +30.4% | -31.1% | -9.2% |
| 3Y | +38.7% | +96.7% | -58.0% | +10.9% |
| 5Y | +31.7% | +67.2% | -35.5% | +9.2% |
| All | +142.0% | +255.3% | -113.3% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling