+863.5%
DE vs WST
+325.7%
+537.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -3.0% | -1.7% | -1.4% | -2.7% |
| 30D | +11.1% | -4.3% | +15.5% | +12.1% |
| 3M | +17.6% | +0.7% | +16.9% | +17.2% |
| 6M | +13.6% | +36.0% | -22.4% | +6.1% |
| YTD | +46.3% | +22.7% | +23.5% | +39.2% |
| 1Y | +44.2% | +34.1% | +10.1% | +34.3% |
| 3Y | +76.6% | -13.6% | +90.1% | +72.7% |
| 5Y | +98.2% | -26.0% | +124.2% | +98.8% |
| 10Y | +863.5% | +335.8% | +527.7% | +431.9% |
| All | +863.5% | +325.7% | +537.8% | +431.9% |
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