-26.0%
WST vs DVA
+41.6%
-67.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.4% |
| 7D | -1.7% | +2.0% | -3.7% | -1.8% |
| 30D | -4.3% | -0.4% | -3.9% | -4.3% |
| 3M | +0.7% | -7.7% | +8.4% | +1.1% |
| 6M | +36.0% | +20.0% | +16.1% | +33.1% |
| YTD | +22.7% | +61.1% | -38.3% | +16.3% |
| 1Y | +34.1% | +33.9% | +0.2% | +29.6% |
| 3Y | -13.6% | +91.5% | -105.1% | -22.7% |
| 5Y | -26.0% | +41.8% | -67.8% | -34.4% |
| All | -26.0% | +41.6% | -67.6% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling