+336.1%
WST vs DTE
+137.8%
+198.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +1.8% | -2.6% | +4.4% | +2.6% |
| 30D | -1.7% | -4.4% | +2.7% | -0.5% |
| 3M | +4.9% | -8.3% | +13.2% | +7.3% |
| 6M | +45.5% | -8.1% | +53.6% | +48.6% |
| YTD | +26.1% | +4.4% | +21.7% | +24.1% |
| 1Y | +31.7% | +0.2% | +31.5% | +31.0% |
| 3Y | -12.1% | +42.6% | -54.7% | -22.3% |
| 5Y | -23.6% | +31.5% | -55.0% | -30.7% |
| All | +336.1% | +137.8% | +198.3% | +252.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling