+14,609.3%
DE vs WST
+12,330.1%
+2,279.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +10.0% | +0.7% | +9.3% | +9.8% |
| 30D | +13.3% | -3.1% | +16.5% | +14.3% |
| 3M | +17.5% | +7.2% | +10.3% | +15.0% |
| 6M | +13.6% | +36.8% | -23.2% | +3.7% |
| YTD | +49.8% | +23.8% | +25.9% | +40.0% |
| 1Y | +47.9% | +37.8% | +10.1% | +33.7% |
| 3Y | +72.5% | -15.9% | +88.4% | +67.4% |
| 5Y | +90.2% | -25.8% | +116.1% | +85.2% |
| 10Y | +865.4% | +319.6% | +545.8% | +425.1% |
| All | +14,609.3% | +12,330.1% | +2,279.2% | +3,537.9% |
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 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