+29.8%
DLTR vs WST
-27.5%
+57.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.3% | -4.5% |
| 7D | -10.2% | -1.7% | -8.6% | -10.0% |
| 30D | -8.5% | -4.3% | -4.2% | -7.9% |
| 3M | +5.6% | +0.7% | +4.8% | +5.4% |
| 6M | +2.2% | +36.0% | -33.8% | -2.1% |
| YTD | -3.8% | +22.7% | -26.5% | -6.6% |
| 1Y | +22.9% | +34.1% | -11.2% | +17.7% |
| 3Y | +2.0% | -13.6% | +15.6% | +0.9% |
| 5Y | +29.8% | -26.0% | +55.8% | +30.6% |
| All | +29.8% | -27.5% | +57.3% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling