+110.9%
DT vs WST
+150.2%
-39.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | +2.7% | -4.6% | +7.3% | +4.2% |
| 3M | +20.0% | +5.7% | +14.3% | +17.3% |
| 6M | +28.0% | +37.6% | -9.5% | +13.5% |
| YTD | +16.0% | +23.0% | -7.0% | +6.5% |
| 1Y | +0.7% | +33.8% | -33.1% | -11.0% |
| 3Y | +6.2% | -13.4% | +19.5% | +1.9% |
| 5Y | -28.1% | -27.0% | -1.2% | -24.5% |
| All | +110.9% | +150.2% | -39.3% | -13.6% |
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 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