+330.3%
WM vs DG
+105.2%
+225.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +13.0% | +3.2% | +9.8% | +12.4% |
| 3M | +9.2% | +10.4% | -1.2% | +7.3% |
| 6M | +13.6% | +33.2% | -19.5% | +8.2% |
| YTD | +12.4% | +3.0% | +9.4% | +11.0% |
| 1Y | +21.2% | +31.2% | -10.0% | +14.7% |
| 3Y | +48.7% | +21.8% | +26.9% | +37.0% |
| 5Y | +61.9% | -35.0% | +96.9% | +71.1% |
| All | +330.3% | +105.2% | +225.1% | +262.5% |
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