+9.8%
GAP vs WST
-25.7%
+35.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.5% | +0.7% | -5.2% | -4.6% |
| 30D | +9.0% | -3.1% | +12.2% | +9.7% |
| 3M | +5.0% | +7.2% | -2.2% | +3.2% |
| 6M | -17.8% | +36.8% | -54.6% | -23.8% |
| YTD | -10.4% | +23.8% | -34.2% | -15.2% |
| 1Y | -3.4% | +37.8% | -41.2% | -10.7% |
| 3Y | +111.5% | -15.9% | +127.4% | +110.8% |
| All | +9.8% | -25.7% | +35.5% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling