+333.6%
WST vs DVA
+187.5%
+146.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -2.0% | +1.7% | -3.7% | -2.3% |
| 3M | +4.1% | -8.7% | +12.8% | +5.1% |
| 6M | +47.4% | +19.7% | +27.8% | +41.6% |
| YTD | +25.4% | +59.6% | -34.2% | +13.6% |
| 1Y | +35.3% | +37.1% | -1.8% | +25.9% |
| 3Y | -11.7% | +89.8% | -101.5% | -25.8% |
| 5Y | -24.0% | +47.4% | -71.4% | -34.3% |
| All | +333.6% | +187.5% | +146.1% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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