+324.5%
WST vs DAR
+367.0%
-42.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -4.6% | +13.0% | -17.6% | -6.6% |
| 3M | +5.7% | +15.0% | -9.3% | +3.0% |
| 6M | +37.6% | +26.8% | +10.7% | +31.6% |
| YTD | +23.0% | +86.4% | -63.4% | +10.4% |
| 1Y | +33.8% | +115.1% | -81.3% | +17.1% |
| 3Y | -13.4% | +14.6% | -28.0% | -18.0% |
| 5Y | -27.0% | -8.8% | -18.2% | -29.3% |
| 10Y | +324.5% | +356.5% | -32.0% | +172.5% |
| All | +324.5% | +367.0% | -42.5% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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