+88.3%
DT vs WST
+204.8%
-116.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.7% | +4.9% | -2.1% | +1.1% |
| 30D | -30.4% | +10.7% | -41.0% | -32.7% |
| 3M | -9.4% | +16.8% | -26.2% | -14.1% |
| 6M | +14.5% | +32.0% | -17.5% | +3.9% |
| YTD | +3.6% | +49.9% | -46.3% | -11.0% |
| 1Y | -3.4% | +50.6% | -54.1% | -17.4% |
| 3Y | -11.1% | +21.4% | -32.5% | -26.4% |
| 5Y | -39.5% | -0.6% | -38.9% | -44.7% |
| All | +88.3% | +204.8% | -116.6% | -27.8% |
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