+248.1%
DGX vs WST
+344.2%
-96.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -0.9% | +1.8% | -2.7% | -1.2% |
| 30D | -1.2% | -1.7% | +0.6% | -0.9% |
| 3M | +15.8% | +4.9% | +10.9% | +14.6% |
| 6M | +18.2% | +45.5% | -27.4% | +9.6% |
| YTD | +37.2% | +26.1% | +11.1% | +30.5% |
| 1Y | +30.4% | +31.7% | -1.3% | +22.5% |
| 3Y | +96.7% | -12.1% | +108.8% | +92.0% |
| 5Y | +67.2% | -23.6% | +90.7% | +67.5% |
| All | +248.1% | +344.2% | -96.1% | +96.8% |
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