+324.8%
WM vs DG
+111.9%
+212.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.8% | -3.0% | +3.7% | +1.2% |
| 30D | +13.8% | +8.6% | +5.2% | +12.2% |
| 3M | +6.4% | +15.0% | -8.6% | +3.9% |
| 6M | +13.2% | +32.7% | -19.5% | +7.9% |
| YTD | +10.8% | +5.5% | +5.3% | +9.0% |
| 1Y | +20.2% | +34.6% | -14.4% | +13.3% |
| 3Y | +46.5% | +24.2% | +22.2% | +34.6% |
| 5Y | +61.3% | -32.3% | +93.5% | +68.9% |
| 10Y | +324.8% | +111.1% | +213.7% | +256.7% |
| All | +324.8% | +111.9% | +212.8% | +256.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling