+8,351.0%
WST vs DAR
+1,762.6%
+6,588.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | +0.7% | +1.4% | -0.6% | +0.7% |
| 30D | -3.1% | +12.8% | -15.9% | -3.8% |
| 3M | +7.2% | +7.4% | -0.2% | +6.7% |
| 6M | +36.8% | +22.3% | +14.6% | +35.2% |
| YTD | +23.8% | +81.1% | -57.2% | +19.8% |
| 1Y | +37.8% | +106.5% | -68.7% | +32.3% |
| 3Y | -15.9% | +5.3% | -21.2% | -17.1% |
| 5Y | -25.8% | -11.5% | -14.3% | -26.6% |
| 10Y | +319.6% | +353.3% | -33.7% | +280.4% |
| All | +8,351.0% | +1,762.6% | +6,588.5% | +7,658.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling