+53.9%
WM vs DG
-35.0%
+88.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -0.3% | +8.4% | -8.7% | -1.0% |
| 30D | -2.4% | +4.9% | -7.3% | -2.8% |
| 3M | +0.4% | +29.3% | -28.9% | -1.9% |
| 6M | -9.5% | -11.3% | +1.8% | -8.8% |
| YTD | +0.5% | +1.8% | -1.3% | 0.0% |
| 1Y | -1.1% | +25.3% | -26.4% | -3.6% |
| 3Y | +46.0% | +9.1% | +36.9% | +41.4% |
| All | +53.9% | -35.0% | +88.9% | +58.7% |
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