-26.0%
WST vs DTE
+31.9%
-57.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -4.3% | -0.5% | -3.8% | -4.2% |
| 3M | +0.7% | -6.0% | +6.8% | +2.6% |
| 6M | +36.0% | -7.2% | +43.2% | +38.8% |
| YTD | +22.7% | +7.2% | +15.6% | +19.3% |
| 1Y | +34.1% | +4.1% | +30.0% | +31.4% |
| 3Y | -13.6% | +46.9% | -60.4% | -27.6% |
| 5Y | -26.0% | +32.9% | -58.9% | -30.9% |
| All | -26.0% | +31.9% | -57.9% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling