+784.1%
DE vs WST
+452.5%
+331.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | +9.3% | +12.3% | -3.0% | +6.8% |
| 3M | +12.2% | +17.5% | -5.3% | +8.6% |
| 6M | +18.1% | +28.2% | -10.1% | +12.0% |
| YTD | +49.8% | +50.4% | -0.6% | +36.7% |
| 1Y | +46.4% | +49.3% | -2.9% | +33.8% |
| 3Y | +92.5% | +21.8% | +70.7% | +74.3% |
| 5Y | +107.4% | +0.3% | +107.1% | +93.9% |
| 10Y | +784.1% | +451.2% | +332.9% | +353.7% |
| All | +784.1% | +452.5% | +331.6% | +353.7% |
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