+583.4%
DG vs WST
+1,910.2%
-1,326.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +8.4% | +0.7% | +7.7% | +8.2% |
| 30D | +4.9% | -3.1% | +8.1% | +5.6% |
| 3M | +29.3% | +7.2% | +22.1% | +27.6% |
| 6M | -11.3% | +36.8% | -48.1% | -16.5% |
| YTD | +1.8% | +23.8% | -22.1% | -2.6% |
| 1Y | +25.3% | +37.8% | -12.4% | +17.2% |
| 3Y | +9.1% | -15.9% | +25.0% | +7.3% |
| 5Y | -34.9% | -25.8% | -9.1% | -35.2% |
| 10Y | +108.2% | +319.6% | -211.4% | +21.1% |
| All | +583.4% | +1,910.2% | -1,326.8% | +135.7% |
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 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