+233.6%
DIA vs WST
+448.5%
-214.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | +0.3% | +9.1% | -8.8% | -1.4% |
| 3M | -4.5% | +14.7% | -19.2% | -7.0% |
| 6M | +3.4% | +28.0% | -24.7% | -1.7% |
| YTD | +7.8% | +45.6% | -37.9% | -0.4% |
| 1Y | +10.7% | +45.7% | -34.9% | +2.2% |
| 3Y | +57.5% | +21.1% | +36.5% | +42.2% |
| 5Y | +53.7% | +0.3% | +53.4% | +42.8% |
| All | +233.6% | +448.5% | -214.9% | +83.1% |
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