+4.7%
GAP vs WST
+452.5%
-447.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -9.3% | +1.0% | -10.3% | -9.5% |
| 30D | -5.5% | +12.3% | -17.8% | -8.0% |
| 3M | +3.5% | +17.5% | -14.0% | -0.5% |
| 6M | +0.7% | +28.2% | -27.5% | -5.4% |
| YTD | -13.4% | +50.4% | -63.8% | -22.2% |
| 1Y | -7.7% | +49.3% | -56.9% | -17.0% |
| 3Y | +74.4% | +21.8% | +52.6% | +54.6% |
| 5Y | +5.3% | +0.3% | +5.0% | -4.2% |
| 10Y | +4.7% | +451.2% | -446.5% | -48.6% |
| All | +4.7% | +452.5% | -447.9% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling