+44.0%
DLTR vs WST
+341.6%
-297.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.1% |
| 7D | -9.4% | +0.4% | -9.9% | -9.5% |
| 30D | -7.3% | -2.0% | -5.3% | -7.0% |
| 3M | +7.6% | +4.1% | +3.5% | +6.7% |
| 6M | +1.6% | +47.4% | -45.9% | -5.0% |
| YTD | -3.5% | +25.4% | -28.9% | -7.5% |
| 1Y | +20.0% | +35.3% | -15.3% | +13.4% |
| 3Y | +2.3% | -11.7% | +14.0% | 0.0% |
| 5Y | +31.5% | -24.0% | +55.6% | +29.6% |
| All | +44.0% | +341.6% | -297.6% | -12.6% |
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