+310.4%
WM vs DGX
+244.3%
+66.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.2% | -2.2% | +1.0% | -0.4% |
| 30D | -4.5% | -0.9% | -3.6% | -4.2% |
| 3M | -2.2% | +15.6% | -17.8% | -7.0% |
| 6M | -11.5% | +17.8% | -29.3% | -16.5% |
| YTD | -0.7% | +37.5% | -38.1% | -11.4% |
| 1Y | +0.3% | +31.2% | -30.8% | -9.2% |
| 3Y | +44.2% | +96.6% | -52.4% | +11.9% |
| 5Y | +51.6% | +64.9% | -13.3% | +23.8% |
| 10Y | +310.4% | +254.6% | +55.8% | +154.0% |
| All | +310.4% | +244.3% | +66.1% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling