+271.4%
DGX vs WST
+449.7%
-178.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +1.9% | +4.9% | -2.9% | +1.0% |
| 30D | +12.7% | +10.7% | +2.0% | +10.5% |
| 3M | +9.6% | +16.8% | -7.2% | +6.4% |
| 6M | +37.6% | +32.0% | +5.6% | +30.4% |
| YTD | +52.1% | +49.9% | +2.2% | +39.9% |
| 1Y | +41.3% | +50.6% | -9.3% | +29.8% |
| 3Y | +106.9% | +21.4% | +85.5% | +87.5% |
| 5Y | +90.7% | -0.6% | +91.2% | +79.6% |
| All | +271.4% | +449.7% | -178.3% | +95.4% |
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