+30.6%
DGX vs WST
+37.8%
-7.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.0% |
| 7D | -3.5% | +0.4% | -3.9% | -3.5% |
| 30D | -2.7% | -2.0% | -0.7% | -2.6% |
| 3M | +13.9% | +4.1% | +9.8% | +13.6% |
| 6M | +16.0% | +47.4% | -31.4% | +13.4% |
| YTD | +34.9% | +25.4% | +9.5% | +34.3% |
| 1Y | +30.6% | +35.3% | -4.7% | +31.2% |
| All | +30.6% | +37.8% | -7.2% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling