+176.7%
DLR vs WST
+325.7%
-149.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.9% | -1.7% | +4.6% | +3.2% |
| 30D | -1.2% | -4.3% | +3.2% | -0.3% |
| 3M | +2.9% | +0.7% | +2.2% | +2.4% |
| 6M | +6.7% | +36.0% | -29.3% | -0.8% |
| YTD | +23.9% | +22.7% | +1.1% | +17.4% |
| 1Y | +18.6% | +34.1% | -15.5% | +9.9% |
| 3Y | +59.7% | -13.6% | +73.2% | +55.0% |
| 5Y | +42.1% | -26.0% | +68.0% | +39.6% |
| 10Y | +176.7% | +335.8% | -159.1% | +75.4% |
| All | +176.7% | +325.7% | -149.0% | +75.4% |
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