+2,566.3%
DELL vs WST
+446.4%
+2,119.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -18.1% | +1.4% | -19.5% | -18.3% |
| 30D | -42.9% | +12.7% | -55.6% | -44.5% |
| 3M | -26.9% | +17.2% | -44.0% | -29.9% |
| 6M | +28.8% | +26.7% | +2.1% | +20.6% |
| YTD | +168.4% | +50.3% | +118.1% | +139.4% |
| 1Y | +136.8% | +50.2% | +86.6% | +110.9% |
| 3Y | +375.3% | +21.7% | +353.6% | +317.4% |
| 5Y | +551.0% | +2.0% | +549.0% | +486.3% |
| 10Y | +2,566.3% | +451.1% | +2,115.2% | +1,108.8% |
| All | +2,566.3% | +446.4% | +2,119.9% | +1,108.8% |
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 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