+9,838.6%
WST vs DAR
+1,334.0%
+8,504.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | -3.1% | -9.9% | +6.8% | -2.6% |
| 30D | +9.1% | -16.4% | +25.5% | +10.1% |
| 3M | +14.7% | -17.1% | +31.7% | +15.7% |
| 6M | +28.0% | -20.5% | +48.5% | +29.3% |
| YTD | +45.6% | +39.4% | +6.2% | +42.8% |
| 1Y | +45.7% | +57.2% | -11.6% | +41.8% |
| 3Y | +21.1% | +13.9% | +7.2% | +18.9% |
| 5Y | +0.3% | -40.8% | +41.1% | +1.3% |
| 10Y | +449.0% | +276.2% | +172.8% | +402.8% |
| All | +9,838.6% | +1,334.0% | +8,504.6% | +9,145.4% |
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