+6.8%
DLTR vs WST
+1.0%
+5.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.4% |
| 7D | +5.3% | +4.2% | +1.1% | +4.7% |
| 30D | +13.4% | +11.2% | +2.2% | +11.8% |
| 3M | +6.6% | +20.4% | -13.8% | +3.8% |
| 6M | +59.1% | +37.9% | +21.2% | +52.1% |
| YTD | +12.3% | +51.8% | -39.5% | +5.7% |
| 1Y | +33.9% | +56.6% | -22.8% | +25.5% |
| 3Y | +23.0% | +24.2% | -1.2% | +14.1% |
| All | +6.8% | +1.0% | +5.9% | -0.4% |
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