+1,350.8%
WM vs DGX
+9,708.6%
-8,357.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +13.8% | +11.2% | +2.6% | +10.8% |
| 3M | +6.4% | +9.3% | -2.9% | +3.9% |
| 6M | +13.2% | +37.4% | -24.1% | +4.4% |
| YTD | +10.8% | +51.6% | -40.8% | -0.7% |
| 1Y | +20.2% | +39.3% | -19.1% | +10.0% |
| 3Y | +46.5% | +106.1% | -59.7% | +20.7% |
| 5Y | +61.3% | +92.2% | -30.9% | +34.3% |
| 10Y | +324.8% | +286.6% | +38.2% | +194.0% |
| All | +1,350.8% | +9,708.6% | -8,357.9% | +422.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling