+10,131.4%
WST vs DVA
+4,923.3%
+5,208.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | +4.2% | -8.8% | +13.0% | +5.3% |
| 30D | +11.2% | -3.4% | +14.6% | +11.5% |
| 3M | +20.4% | -2.6% | +22.9% | +20.5% |
| 6M | +37.9% | -11.9% | +49.8% | +39.2% |
| YTD | +51.8% | +53.6% | -1.9% | +42.7% |
| 1Y | +56.6% | +41.9% | +14.8% | +48.6% |
| 3Y | +24.2% | +97.5% | -73.3% | +12.0% |
| 5Y | +0.7% | +65.0% | -64.3% | -8.9% |
| 10Y | +456.3% | +193.2% | +263.0% | +364.8% |
| All | +10,131.4% | +4,923.3% | +5,208.1% | +8,081.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling