+1,216.3%
WM vs DGX
+8,858.2%
-7,641.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.3% | -2.3% | +2.0% | +0.3% |
| 30D | -2.4% | +0.6% | -2.9% | -2.5% |
| 3M | +0.4% | +21.4% | -21.0% | -4.4% |
| 6M | -9.5% | +14.7% | -24.2% | -12.8% |
| YTD | +0.5% | +38.4% | -37.9% | -7.7% |
| 1Y | -1.1% | +34.0% | -35.1% | -8.6% |
| 3Y | +46.0% | +92.7% | -46.7% | +22.5% |
| 5Y | +51.8% | +67.7% | -15.9% | +30.9% |
| 10Y | +307.5% | +248.0% | +59.5% | +189.5% |
| All | +1,216.3% | +8,858.2% | -7,641.9% | +385.2% |
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