+100.2%
DAL vs WST
-7.2%
+107.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.4% | -3.5% |
| 7D | +4.6% | -5.8% | +10.4% | +5.9% |
| 30D | +2.3% | +5.3% | -3.0% | +1.2% |
| 3M | -8.1% | +11.8% | -19.9% | -10.4% |
| 6M | +21.4% | +26.7% | -5.3% | +15.1% |
| YTD | +24.3% | +43.0% | -18.7% | +14.3% |
| 1Y | +47.4% | +38.9% | +8.5% | +36.2% |
| 3Y | +164.6% | +18.2% | +146.4% | +136.8% |
| 5Y | +100.2% | -1.5% | +101.7% | +78.4% |
| All | +100.2% | -7.2% | +107.5% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling