+63.1%
WM vs DG
-32.6%
+95.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.7% | +1.4% |
| 7D | +4.5% | +6.1% | -1.6% | +3.9% |
| 30D | +16.1% | +11.9% | +4.1% | +14.8% |
| 3M | +8.0% | +9.3% | -1.2% | +7.0% |
| 6M | +8.4% | +19.1% | -10.7% | +6.5% |
| YTD | +11.2% | +5.9% | +5.3% | +10.1% |
| 1Y | +22.3% | +39.8% | -17.5% | +18.0% |
| 3Y | +50.2% | +23.4% | +26.9% | +43.1% |
| All | +63.1% | -32.6% | +95.7% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling