-11.6%
DLR vs WST
+28.5%
-40.1%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | 0.0% |
| 7D | -3.6% | -3.1% | -0.5% | -4.1% |
| 30D | -3.5% | +9.1% | -12.6% | -0.9% |
| 3M | -8.9% | +14.7% | -23.6% | -4.7% |
| 6M | -11.6% | +28.0% | -39.6% | -9.5% |
| All | -11.6% | +28.5% | -40.1% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling