+44.0%
DLTR vs WST
+47.3%
-3.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.2% | +9.5% |
| 7D | +15.6% | +1.3% | +14.3% | +15.1% |
| 30D | +29.9% | +8.5% | +21.4% | +26.9% |
| 3M | +12.5% | +17.2% | -4.7% | +7.3% |
| 6M | +56.3% | +36.3% | +20.0% | +42.4% |
| YTD | +19.5% | +48.9% | -29.4% | +8.4% |
| 1Y | +44.0% | +42.9% | +1.1% | +33.3% |
| All | +44.0% | +47.3% | -3.3% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling