+9.2%
GAP vs WST
+47.3%
-38.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.6% | +7.9% |
| 7D | +8.0% | +1.3% | +6.7% | +7.7% |
| 30D | +2.7% | +8.5% | -5.8% | +1.3% |
| 3M | +16.0% | +17.2% | -1.2% | +13.1% |
| 6M | +2.0% | +36.3% | -34.2% | -3.9% |
| YTD | -4.4% | +48.9% | -53.3% | -10.2% |
| 1Y | +9.2% | +42.9% | -33.7% | +6.0% |
| All | +9.2% | +47.3% | -38.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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