+7,085.5%
DRI vs WST
+7,089.7%
-4.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.6% | +0.7% | -0.2% | +0.4% |
| 30D | +3.8% | -3.1% | +7.0% | +4.6% |
| 3M | +13.0% | +7.2% | +5.8% | +10.9% |
| 6M | +8.3% | +36.8% | -28.5% | -0.1% |
| YTD | +20.6% | +23.8% | -3.2% | +13.6% |
| 1Y | +6.5% | +37.8% | -31.3% | -2.7% |
| 3Y | +53.7% | -15.9% | +69.6% | +49.1% |
| 5Y | +72.7% | -25.8% | +98.5% | +68.3% |
| 10Y | +363.2% | +319.6% | +43.6% | +161.7% |
| All | +7,085.5% | +7,089.7% | -4.2% | +2,225.5% |
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