+235.3%
DIA vs WST
+452.1%
-216.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.9% | +1.4% | -0.5% | +0.7% |
| 30D | +1.1% | +12.7% | -11.6% | -1.1% |
| 3M | -2.9% | +17.2% | -20.0% | -5.8% |
| 6M | +5.9% | +26.7% | -20.8% | +1.0% |
| YTD | +9.8% | +50.3% | -40.5% | +0.8% |
| 1Y | +11.7% | +50.2% | -38.5% | +2.5% |
| 3Y | +59.5% | +21.7% | +37.8% | +44.3% |
| 5Y | +57.5% | +2.0% | +55.5% | +46.2% |
| All | +235.3% | +452.1% | -216.8% | +82.6% |
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