+48.7%
WM vs DG
+21.7%
+27.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.2% | +0.3% | +2.9% | +3.2% |
| 30D | +13.0% | +3.2% | +9.8% | +12.8% |
| 3M | +9.2% | +10.4% | -1.2% | +8.7% |
| 6M | +13.6% | +33.2% | -19.5% | +12.4% |
| YTD | +12.4% | +3.0% | +9.4% | +11.9% |
| 1Y | +21.2% | +31.2% | -10.0% | +19.9% |
| 3Y | +48.7% | +21.8% | +26.9% | +46.3% |
| All | +48.7% | +21.7% | +27.0% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling