+10,446.2%
DGX vs WST
+8,714.7%
+1,731.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.3% |
| 7D | +1.6% | +4.2% | -2.7% | +0.6% |
| 30D | +11.2% | +11.2% | 0.0% | +8.5% |
| 3M | +10.4% | +20.4% | -10.0% | +5.6% |
| 6M | +37.1% | +37.9% | -0.8% | +26.8% |
| YTD | +52.1% | +51.8% | +0.3% | +36.4% |
| 1Y | +40.7% | +56.6% | -15.9% | +25.2% |
| 3Y | +107.6% | +24.2% | +83.4% | +82.3% |
| 5Y | +90.6% | +0.7% | +89.9% | +72.3% |
| 10Y | +287.9% | +456.3% | -168.3% | +110.2% |
| All | +10,446.2% | +8,714.7% | +1,731.5% | +2,570.9% |
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