+2,202.2%
GAP vs WST
+12,330.1%
-10,127.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.5% | +0.7% | -5.2% | -4.7% |
| 30D | +9.0% | -3.1% | +12.2% | +9.9% |
| 3M | +5.0% | +7.2% | -2.2% | +2.7% |
| 6M | -17.8% | +36.8% | -54.6% | -25.2% |
| YTD | -10.4% | +23.8% | -34.2% | -16.4% |
| 1Y | -3.4% | +37.8% | -41.2% | -12.6% |
| 3Y | +111.5% | -15.9% | +127.4% | +104.8% |
| 5Y | +8.8% | -25.8% | +34.6% | +6.6% |
| 10Y | +32.9% | +319.6% | -286.7% | -25.1% |
| All | +2,202.2% | +12,330.1% | -10,127.9% | +418.7% |
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