+162.6%
DUK vs WST
+456.5%
-294.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +1.9% | +4.2% | -2.3% | +1.4% |
| 30D | +8.9% | +11.2% | -2.3% | +7.4% |
| 3M | +5.6% | +20.4% | -14.8% | +3.1% |
| 6M | +7.0% | +37.9% | -30.9% | +2.5% |
| YTD | +14.0% | +51.8% | -37.8% | +7.6% |
| 1Y | +9.1% | +56.6% | -47.5% | +2.5% |
| 3Y | +67.6% | +24.2% | +43.4% | +56.4% |
| 5Y | +56.6% | +0.7% | +55.9% | +48.9% |
| All | +162.6% | +456.5% | -294.0% | +67.8% |
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