+117.6%
DT vs WST
+151.8%
-34.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | +2.0% | -3.1% | +5.2% | +3.1% |
| 3M | +20.0% | +7.2% | +12.8% | +16.7% |
| 6M | +39.3% | +36.8% | +2.5% | +23.7% |
| YTD | +19.8% | +23.8% | -4.1% | +9.7% |
| 1Y | +4.3% | +37.8% | -33.5% | -8.9% |
| 3Y | +7.7% | -15.9% | +23.6% | +5.4% |
| 5Y | -26.8% | -25.8% | -1.0% | -23.8% |
| All | +117.6% | +151.8% | -34.2% | -11.0% |
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