+1,048.0%
WM vs DG
+635.1%
+412.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.7% | +1.6% |
| 7D | +4.5% | +6.1% | -1.6% | +3.5% |
| 30D | +16.1% | +11.9% | +4.1% | +14.0% |
| 3M | +8.0% | +9.3% | -1.2% | +6.4% |
| 6M | +8.4% | +19.1% | -10.7% | +5.1% |
| YTD | +11.2% | +5.9% | +5.3% | +9.4% |
| 1Y | +22.3% | +39.8% | -17.5% | +14.7% |
| 3Y | +50.2% | +23.4% | +26.9% | +39.1% |
| 5Y | +63.3% | -33.3% | +96.6% | +68.3% |
| 10Y | +355.0% | +131.0% | +224.0% | +275.2% |
| All | +1,048.0% | +635.1% | +412.9% | +640.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling