+112.7%
DG vs WST
+322.7%
-210.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +8.4% | +0.7% | +7.7% | +8.3% |
| 30D | +4.9% | -3.1% | +8.1% | +5.5% |
| 3M | +29.3% | +7.2% | +22.1% | +27.9% |
| 6M | -11.3% | +36.8% | -48.1% | -15.6% |
| YTD | +1.8% | +23.8% | -22.1% | -1.9% |
| 1Y | +25.3% | +37.8% | -12.4% | +18.7% |
| 3Y | +9.1% | -15.9% | +25.0% | +8.3% |
| 5Y | -34.9% | -25.8% | -9.1% | -34.2% |
| All | +112.7% | +322.7% | -210.0% | +28.1% |
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