+4,177.7%
DELL vs WST
+325.7%
+3,852.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +8.7% | -1.7% | +10.4% | +9.2% |
| 30D | +16.9% | -4.3% | +21.2% | +18.2% |
| 3M | +40.4% | +0.7% | +39.7% | +39.8% |
| 6M | +267.1% | +36.0% | +231.0% | +236.4% |
| YTD | +329.1% | +22.7% | +306.4% | +303.5% |
| 1Y | +346.9% | +34.1% | +312.8% | +308.8% |
| 3Y | +696.6% | -13.6% | +710.2% | +672.9% |
| 5Y | +1,106.2% | -26.0% | +1,132.2% | +1,089.8% |
| 10Y | +4,177.7% | +335.8% | +3,842.0% | +2,018.2% |
| All | +4,177.7% | +325.7% | +3,852.1% | +2,018.2% |
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