+451.8%
WST vs DVA
+192.4%
+259.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.8% | +0.4% |
| 7D | +4.9% | -10.7% | +15.5% | +6.7% |
| 30D | +10.7% | -4.4% | +15.1% | +11.3% |
| 3M | +16.8% | -4.1% | +20.9% | +17.2% |
| 6M | +32.0% | -13.2% | +45.2% | +34.0% |
| YTD | +49.9% | +53.2% | -3.3% | +36.3% |
| 1Y | +50.6% | +40.8% | +9.8% | +39.1% |
| 3Y | +21.4% | +109.7% | -88.3% | -0.1% |
| 5Y | -0.6% | +64.5% | -65.1% | -16.8% |
| All | +451.8% | +192.4% | +259.4% | +295.2% |
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