+33.7%
GAP vs WST
+321.8%
-288.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +9.3% | -4.6% | +13.9% | +10.5% |
| 3M | +6.1% | +5.7% | +0.4% | +4.4% |
| 6M | -2.3% | +37.6% | -39.9% | -10.4% |
| YTD | -10.6% | +23.0% | -33.6% | -15.9% |
| 1Y | -4.4% | +33.8% | -38.3% | -12.0% |
| 3Y | +118.3% | -13.4% | +131.7% | +112.2% |
| 5Y | +12.2% | -27.0% | +39.1% | +10.4% |
| 10Y | +33.7% | +324.5% | -290.8% | -30.9% |
| All | +33.7% | +321.8% | -288.1% | -30.9% |
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