+1,129.1%
DIA vs WST
+6,618.9%
-5,489.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -1.5% | -3.1% | +1.6% | -0.8% |
| 3M | +3.8% | +7.2% | -3.4% | +1.7% |
| 6M | +10.3% | +36.8% | -26.5% | +1.1% |
| YTD | +12.1% | +23.8% | -11.8% | +5.1% |
| 1Y | +18.6% | +37.8% | -19.1% | +7.7% |
| 3Y | +60.6% | -15.9% | +76.5% | +55.2% |
| 5Y | +64.4% | -25.8% | +90.2% | +59.9% |
| 10Y | +250.1% | +319.6% | -69.5% | +92.3% |
| All | +1,129.1% | +6,618.9% | -5,489.8% | +215.5% |
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