+23.0%
DLTR vs WST
+24.3%
-1.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.4% |
| 7D | +5.3% | +4.2% | +1.1% | +4.9% |
| 30D | +13.4% | +11.2% | +2.2% | +12.3% |
| 3M | +6.6% | +20.4% | -13.8% | +4.7% |
| 6M | +59.1% | +37.9% | +21.2% | +54.3% |
| YTD | +12.3% | +51.8% | -39.5% | +7.9% |
| 1Y | +33.9% | +56.6% | -22.8% | +28.4% |
| 3Y | +23.0% | +24.2% | -1.2% | +9.9% |
| All | +23.0% | +24.3% | -1.3% | +9.9% |
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