+54.7%
WST vs DVA
+41.9%
+12.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.8% | -0.2% |
| 7D | +4.9% | -10.7% | +15.5% | +5.2% |
| 30D | +10.7% | -4.4% | +15.1% | +10.8% |
| 3M | +16.8% | -4.1% | +20.9% | +16.9% |
| 6M | +32.0% | -13.2% | +45.2% | +32.0% |
| YTD | +49.9% | +53.2% | -3.3% | +52.3% |
| All | +54.7% | +41.9% | +12.8% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling