-2.0%
WST vs DAR
-41.1%
+39.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | -3.1% | -9.9% | +6.8% | -1.7% |
| 30D | +9.1% | -16.4% | +25.5% | +11.8% |
| 3M | +14.7% | -17.1% | +31.7% | +17.4% |
| 6M | +28.0% | -20.5% | +48.5% | +31.6% |
| YTD | +45.6% | +39.4% | +6.2% | +36.8% |
| 1Y | +45.7% | +57.2% | -11.6% | +34.1% |
| 3Y | +21.1% | +13.9% | +7.2% | +13.8% |
| All | -2.0% | -41.1% | +39.1% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling