-12.8%
DT vs WST
+24.3%
-37.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.3% |
| 7D | +3.1% | +4.2% | -1.1% | +2.7% |
| 30D | -29.5% | +11.2% | -40.8% | -30.2% |
| 3M | -11.7% | +20.4% | -32.1% | -13.2% |
| 6M | +29.0% | +37.9% | -8.9% | +25.1% |
| YTD | +3.4% | +51.8% | -48.4% | -0.9% |
| 1Y | -4.2% | +56.6% | -60.9% | -8.5% |
| 3Y | -12.8% | +24.2% | -37.1% | -20.3% |
| All | -12.8% | +24.3% | -37.2% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling