+47.3%
DLR vs WST
+19.1%
+28.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.3% |
| 7D | -3.6% | -3.1% | -0.5% | -3.5% |
| 30D | -3.5% | +9.1% | -12.6% | -3.6% |
| 3M | -8.9% | +14.7% | -23.6% | -9.1% |
| 6M | -11.6% | +28.0% | -39.6% | -12.2% |
| YTD | +14.9% | +45.6% | -30.7% | +13.3% |
| 1Y | +6.4% | +45.7% | -39.2% | +4.9% |
| 3Y | +47.3% | +21.1% | +26.2% | +33.1% |
| All | +47.3% | +19.1% | +28.2% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling