+46.4%
DE vs WST
+49.3%
-3.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.1% |
| 3M | +12.2% | +17.5% | -5.3% | +9.1% |
| 6M | +18.1% | +28.2% | -10.1% | +12.9% |
| YTD | +49.8% | +50.4% | -0.6% | +37.4% |
| 1Y | +46.4% | +49.3% | -2.9% | +34.8% |
| All | +46.4% | +49.3% | -3.0% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling