+114.2%
DAL vs WST
+1.1%
+113.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +2.0% | +4.5% |
| 7D | +10.0% | +1.3% | +8.8% | +9.8% |
| 30D | +12.0% | +12.9% | -0.8% | +9.2% |
| 3M | +0.8% | +16.7% | -15.9% | -2.6% |
| 6M | +26.2% | +26.8% | -0.6% | +19.6% |
| YTD | +33.7% | +50.5% | -16.8% | +21.6% |
| 1Y | +57.6% | +52.9% | +4.7% | +42.7% |
| 3Y | +183.5% | +23.9% | +159.6% | +151.2% |
| 5Y | +114.2% | +1.0% | +113.1% | +87.1% |
| All | +114.2% | +1.1% | +113.1% | +87.1% |
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