-43.0%
DT vs WST
-0.1%
-42.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | -24.7% | -3.1% | -21.6% | -24.1% |
| 30D | -27.4% | +9.1% | -36.5% | -28.9% |
| 3M | -11.1% | +14.7% | -25.8% | -14.0% |
| 6M | +13.7% | +28.0% | -14.3% | +6.9% |
| YTD | +0.2% | +45.6% | -45.4% | -9.4% |
| 1Y | -5.7% | +45.7% | -51.3% | -14.9% |
| 3Y | -8.1% | +21.1% | -29.2% | -20.1% |
| All | -43.0% | -0.1% | -42.8% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling