+11,144.7%
DLTR vs WST
+8,112.7%
+3,032.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.5% | +0.7% | +1.7% | +2.3% |
| 30D | +2.1% | -3.1% | +5.2% | +2.8% |
| 3M | +20.3% | +7.2% | +13.1% | +18.1% |
| 6M | +11.5% | +36.8% | -25.3% | +3.0% |
| YTD | +6.8% | +23.8% | -17.0% | +0.9% |
| 1Y | +31.1% | +37.8% | -6.7% | +20.2% |
| 3Y | +10.7% | -15.9% | +26.6% | +7.5% |
| 5Y | +41.6% | -25.8% | +67.4% | +38.4% |
| 10Y | +58.1% | +319.6% | -261.5% | -10.5% |
| All | +11,144.7% | +8,112.7% | +3,032.1% | +1,775.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling