-14.2%
WST vs DVA
+88.1%
-102.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.5% |
| 7D | -0.3% | +2.2% | -2.5% | -0.4% |
| 30D | -4.6% | -2.0% | -2.6% | -4.5% |
| 3M | +5.7% | -6.3% | +12.0% | +5.8% |
| 6M | +37.6% | +19.4% | +18.1% | +36.0% |
| YTD | +23.0% | +58.5% | -35.4% | +19.7% |
| 1Y | +33.8% | +33.9% | 0.0% | +31.7% |
| All | -14.2% | +88.1% | -102.3% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling