+168.4%
DLR vs WST
+448.5%
-280.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.6% |
| 7D | -3.6% | -3.1% | -0.5% | -3.0% |
| 30D | -3.5% | +9.1% | -12.6% | -5.1% |
| 3M | -8.9% | +14.7% | -23.6% | -11.4% |
| 6M | -11.6% | +28.0% | -39.6% | -16.4% |
| YTD | +14.9% | +45.6% | -30.7% | +5.1% |
| 1Y | +6.4% | +45.7% | -39.2% | -2.7% |
| 3Y | +47.3% | +21.1% | +26.2% | +30.4% |
| 5Y | +32.8% | +0.3% | +32.5% | +21.1% |
| All | +168.4% | +448.5% | -280.1% | +55.2% |
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