+589.6%
DG vs WST
+2,264.0%
-1,674.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -4.9% | -3.4% |
| 7D | +1.1% | -3.1% | +4.2% | +1.7% |
| 30D | +9.5% | +9.1% | +0.4% | +7.7% |
| 3M | +5.5% | +14.7% | -9.2% | +2.7% |
| 6M | +16.1% | +28.0% | -11.9% | +10.7% |
| YTD | +2.7% | +45.6% | -43.0% | -4.7% |
| 1Y | +42.1% | +45.7% | -3.6% | +31.8% |
| 3Y | +19.3% | +21.1% | -1.8% | +8.1% |
| 5Y | -35.3% | +0.3% | -35.7% | -40.0% |
| 10Y | +123.9% | +449.0% | -325.1% | +22.8% |
| All | +589.6% | +2,264.0% | -1,674.4% | +130.7% |
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