+9,498.1%
DGX vs WST
+7,091.9%
+2,406.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -2.3% | +0.7% | -3.1% | -2.5% |
| 30D | +0.6% | -3.1% | +3.7% | +1.3% |
| 3M | +21.4% | +7.2% | +14.2% | +19.3% |
| 6M | +14.7% | +36.8% | -22.1% | +5.8% |
| YTD | +38.4% | +23.8% | +14.6% | +30.4% |
| 1Y | +34.0% | +37.8% | -3.8% | +22.4% |
| 3Y | +92.7% | -15.9% | +108.6% | +86.6% |
| 5Y | +67.7% | -25.8% | +93.5% | +63.7% |
| 10Y | +248.0% | +319.6% | -71.6% | +101.8% |
| All | +9,498.1% | +7,091.9% | +2,406.2% | +2,452.0% |
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