+3.6%
GAP vs WST
+1.0%
+2.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.1% |
| 7D | -1.9% | +4.2% | -6.1% | -2.8% |
| 30D | -7.1% | +11.2% | -18.3% | -9.2% |
| 3M | +4.1% | +20.4% | -16.3% | -0.1% |
| 6M | +1.9% | +37.9% | -36.0% | -5.3% |
| YTD | -15.2% | +51.8% | -67.0% | -23.3% |
| 1Y | -10.6% | +56.6% | -67.3% | -19.8% |
| 3Y | +74.6% | +24.2% | +50.4% | +54.9% |
| All | +3.6% | +1.0% | +2.6% | -10.6% |
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 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