+121.4%
DAL vs WST
+452.5%
-331.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +2.3% | +1.0% | +1.3% | +2.2% |
| 30D | +14.3% | +12.3% | +2.0% | +11.9% |
| 3M | +1.3% | +17.5% | -16.2% | -1.8% |
| 6M | +29.3% | +28.2% | +1.1% | +23.2% |
| YTD | +33.0% | +50.4% | -17.4% | +22.6% |
| 1Y | +59.8% | +49.3% | +10.6% | +47.5% |
| 3Y | +177.2% | +21.8% | +155.4% | +152.4% |
| 5Y | +118.4% | +0.3% | +118.0% | +99.1% |
| 10Y | +121.4% | +451.2% | -329.8% | +27.3% |
| All | +121.4% | +452.5% | -331.1% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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