+351.3%
DAL vs WST
+1,478.6%
-1,127.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | -13.9% | -3.1% | -10.8% | -12.9% |
| 3M | +1.1% | +7.2% | -6.1% | -1.9% |
| 6M | +26.2% | +36.8% | -10.6% | +10.8% |
| YTD | +16.4% | +23.8% | -7.4% | +5.9% |
| 1Y | +33.9% | +37.8% | -3.9% | +15.5% |
| 3Y | +93.4% | -15.9% | +109.3% | +84.5% |
| 5Y | +106.4% | -25.8% | +132.2% | +99.0% |
| 10Y | +143.0% | +319.6% | -176.6% | -29.7% |
| All | +351.3% | +1,478.6% | -1,127.3% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling