+326.4%
WM vs DG
+119.6%
+206.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | +1.2% | +5.2% | -4.0% | +0.3% |
| 30D | +13.7% | +7.9% | +5.7% | +12.2% |
| 3M | +5.2% | +12.7% | -7.5% | +3.1% |
| 6M | +11.2% | +22.4% | -11.2% | +7.3% |
| YTD | +9.4% | +5.4% | +4.0% | +7.7% |
| 1Y | +20.4% | +39.4% | -19.0% | +12.8% |
| 3Y | +44.7% | +24.1% | +20.6% | +33.0% |
| 5Y | +58.5% | -32.2% | +90.6% | +65.9% |
| 10Y | +326.4% | +111.8% | +214.6% | +257.8% |
| All | +326.4% | +119.6% | +206.8% | +257.8% |
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