+937.4%
WM vs DG
+606.1%
+331.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -0.3% | +8.4% | -8.7% | -1.6% |
| 30D | -2.4% | +4.9% | -7.3% | -3.2% |
| 3M | +0.4% | +29.3% | -28.9% | -3.7% |
| 6M | -9.5% | -11.3% | +1.8% | -8.2% |
| YTD | +0.5% | +1.8% | -1.3% | -0.4% |
| 1Y | -1.1% | +25.3% | -26.4% | -5.6% |
| 3Y | +46.0% | +9.1% | +36.9% | +38.3% |
| 5Y | +51.8% | -34.9% | +86.7% | +57.2% |
| 10Y | +307.5% | +108.2% | +199.4% | +241.7% |
| All | +937.4% | +606.1% | +331.3% | +574.4% |
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