+7.1%
GAP vs WST
-0.1%
+7.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.6% |
| 7D | -3.8% | -3.1% | -0.7% | -3.1% |
| 30D | -9.0% | +9.1% | -18.1% | -10.7% |
| 3M | +5.5% | +14.7% | -9.2% | +2.3% |
| 6M | -11.1% | +28.0% | -39.1% | -16.0% |
| YTD | -13.6% | +45.6% | -59.2% | -21.1% |
| 1Y | -2.9% | +45.7% | -48.5% | -11.4% |
| 3Y | +69.6% | +21.1% | +48.5% | +50.7% |
| All | +7.1% | -0.1% | +7.3% | -7.5% |
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