+1,105.4%
DIA vs WST
+8,033.7%
-6,928.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.6% | +4.9% | -3.3% | +0.4% |
| 30D | +1.2% | +10.7% | -9.5% | -1.3% |
| 3M | -2.4% | +16.8% | -19.2% | -6.3% |
| 6M | +5.7% | +32.0% | -26.3% | -1.8% |
| YTD | +9.9% | +49.9% | -40.0% | -1.8% |
| 1Y | +9.8% | +50.6% | -40.8% | -2.1% |
| 3Y | +59.8% | +21.4% | +38.3% | +39.9% |
| 5Y | +57.7% | -0.6% | +58.3% | +41.9% |
| 10Y | +235.8% | +449.4% | -213.6% | +71.9% |
| All | +1,105.4% | +8,033.7% | -6,928.3% | +194.6% |
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 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