+458.6%
WST vs DTE
+152.1%
+306.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | +4.2% | +3.4% | +0.8% | +3.2% |
| 30D | +11.2% | +8.9% | +2.3% | +8.6% |
| 3M | +20.4% | +1.1% | +19.3% | +19.9% |
| 6M | +37.9% | +0.1% | +37.8% | +37.5% |
| YTD | +51.8% | +11.1% | +40.7% | +46.6% |
| 1Y | +56.6% | +4.9% | +51.7% | +53.8% |
| 3Y | +24.2% | +58.6% | -34.3% | +6.3% |
| 5Y | +0.7% | +47.3% | -46.6% | -11.5% |
| All | +458.6% | +152.1% | +306.5% | +339.6% |
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