+2,725.0%
DUK vs WST
+14,947.6%
-12,222.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -1.1% | +4.9% | -6.0% | -1.9% |
| 30D | +8.8% | +10.7% | -1.9% | +7.1% |
| 3M | +5.0% | +16.8% | -11.8% | +2.5% |
| 6M | +4.6% | +32.0% | -27.4% | 0.0% |
| YTD | +12.6% | +49.9% | -37.3% | +5.0% |
| 1Y | +7.4% | +50.6% | -43.2% | +0.1% |
| 3Y | +63.1% | +21.4% | +41.7% | +50.6% |
| 5Y | +54.6% | -0.6% | +55.2% | +44.8% |
| 10Y | +156.5% | +449.4% | -293.0% | +72.8% |
| All | +2,725.0% | +14,947.6% | -12,222.6% | +1,038.9% |
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