+119.3%
DG vs WST
+466.7%
-347.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.7% |
| 7D | +0.7% | +1.3% | -0.6% | +0.5% |
| 30D | +7.4% | +12.9% | -5.4% | +5.4% |
| 3M | +8.5% | +16.7% | -8.2% | +5.9% |
| 6M | +21.9% | +26.8% | -5.0% | +17.3% |
| YTD | +4.9% | +50.5% | -45.6% | -1.9% |
| 1Y | +40.4% | +52.9% | -12.5% | +30.9% |
| 3Y | +23.5% | +23.9% | -0.4% | +13.7% |
| 5Y | -32.3% | +1.0% | -33.3% | -35.6% |
| 10Y | +119.3% | +451.4% | -332.1% | +21.7% |
| All | +119.3% | +466.7% | -347.4% | +21.7% |
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