+96.4%
DE vs WST
-25.8%
+122.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.8% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +9.6% | -4.6% | +14.3% | +10.4% |
| 3M | +19.0% | +5.7% | +13.3% | +17.9% |
| 6M | +16.1% | +37.6% | -21.5% | +10.4% |
| YTD | +47.0% | +23.0% | +24.0% | +41.8% |
| 1Y | +43.1% | +33.8% | +9.3% | +36.2% |
| 3Y | +77.5% | -13.4% | +90.9% | +74.4% |
| 5Y | +96.4% | -27.0% | +123.3% | +85.0% |
| All | +96.4% | -25.8% | +122.1% | +85.0% |
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