+122.8%
DAL vs WST
+441.1%
-318.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.8% |
| 7D | +8.8% | -3.1% | +11.9% | +9.5% |
| 30D | +5.4% | +9.1% | -3.7% | +3.7% |
| 3M | -4.9% | +14.7% | -19.6% | -7.4% |
| 6M | +19.8% | +28.0% | -8.2% | +14.2% |
| YTD | +27.0% | +45.6% | -18.7% | +17.7% |
| 1Y | +52.5% | +45.7% | +6.8% | +41.3% |
| 3Y | +173.8% | +21.1% | +152.8% | +149.6% |
| 5Y | +104.5% | +0.3% | +104.2% | +86.8% |
| All | +122.8% | +441.1% | -318.3% | +29.5% |
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