+354.0%
DRI vs WST
+321.8%
+32.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.7% |
| 7D | -1.2% | -0.3% | -1.0% | -1.2% |
| 30D | -0.4% | -4.6% | +4.2% | +0.4% |
| 3M | +9.5% | +5.7% | +3.8% | +8.3% |
| 6M | +6.5% | +37.6% | -31.1% | +0.5% |
| YTD | +18.4% | +23.0% | -4.6% | +13.7% |
| 1Y | +4.2% | +33.8% | -29.6% | -1.6% |
| 3Y | +57.1% | -13.4% | +70.4% | +54.2% |
| 5Y | +70.4% | -27.0% | +97.4% | +70.6% |
| 10Y | +354.0% | +324.5% | +29.5% | +171.4% |
| All | +354.0% | +321.8% | +32.2% | +171.4% |
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 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