+3,595.7%
DLR vs WST
+3,442.7%
+152.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +1.6% | +0.7% | +0.8% | +1.3% |
| 30D | -3.4% | -3.1% | -0.2% | -2.4% |
| 3M | +0.5% | +7.2% | -6.7% | -2.2% |
| 6M | +4.6% | +36.8% | -32.3% | -6.4% |
| YTD | +23.4% | +23.8% | -0.4% | +13.5% |
| 1Y | +19.0% | +37.8% | -18.7% | +5.1% |
| 3Y | +56.5% | -15.9% | +72.4% | +48.6% |
| 5Y | +33.3% | -25.8% | +59.1% | +28.7% |
| 10Y | +165.1% | +319.6% | -154.5% | +18.4% |
| All | +3,595.7% | +3,442.7% | +152.9% | +600.1% |
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 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