+336.4%
WM vs DG
+122.0%
+214.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.6% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | +13.1% | +9.5% | +3.6% | +11.4% |
| 3M | +3.6% | +5.5% | -1.8% | +2.6% |
| 6M | +8.1% | +16.1% | -8.0% | +5.1% |
| YTD | +8.9% | +2.7% | +6.2% | +7.6% |
| 1Y | +20.3% | +42.1% | -21.8% | +12.4% |
| 3Y | +46.2% | +19.3% | +26.9% | +35.4% |
| 5Y | +59.9% | -35.3% | +95.2% | +69.2% |
| All | +336.4% | +122.0% | +214.4% | +265.5% |
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