+37.8%
WST vs DTE
+3.0%
+34.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | -3.1% | -2.6% | -0.6% | -2.8% |
| 3M | +7.2% | -3.9% | +11.1% | +7.6% |
| 6M | +36.8% | -7.9% | +44.7% | +37.6% |
| YTD | +23.8% | +7.2% | +16.7% | +22.9% |
| 1Y | +37.8% | +3.1% | +34.7% | +35.8% |
| All | +37.8% | +3.0% | +34.8% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling