+2,541.1%
DUK vs WST
+12,330.1%
-9,789.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | 0.0% | +0.7% | -0.8% | -0.1% |
| 30D | -1.7% | -3.1% | +1.5% | -1.2% |
| 3M | -0.4% | +7.2% | -7.7% | -1.6% |
| 6M | -7.2% | +36.8% | -44.1% | -12.0% |
| YTD | +5.3% | +23.8% | -18.6% | +1.2% |
| 1Y | +3.0% | +37.8% | -34.8% | -3.0% |
| 3Y | +53.1% | -15.9% | +69.0% | +50.1% |
| 5Y | +37.9% | -25.8% | +63.7% | +35.4% |
| 10Y | +124.8% | +319.6% | -194.8% | +58.0% |
| All | +2,541.1% | +12,330.1% | -9,789.0% | +997.4% |
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