+2,121.1%
GAP vs WST
+14,518.0%
-12,397.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.7% |
| 7D | -3.8% | -3.1% | -0.7% | -2.9% |
| 30D | -9.0% | +9.1% | -18.1% | -11.1% |
| 3M | +5.5% | +14.7% | -9.2% | +1.5% |
| 6M | -11.1% | +28.0% | -39.1% | -17.1% |
| YTD | -13.6% | +45.6% | -59.2% | -22.8% |
| 1Y | -2.9% | +45.7% | -48.5% | -13.3% |
| 3Y | +69.6% | +21.1% | +48.5% | +48.1% |
| 5Y | +5.4% | +0.3% | +5.1% | -4.8% |
| 10Y | +17.8% | +449.0% | -431.2% | -38.3% |
| All | +2,121.1% | +14,518.0% | -12,397.0% | +378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling