+188.5%
GD vs WST
+441.1%
-252.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -5.0% | -3.1% | -1.9% | -4.5% |
| 30D | +8.9% | +9.1% | -0.2% | +7.5% |
| 3M | -8.0% | +14.7% | -22.7% | -10.0% |
| 6M | +2.9% | +28.0% | -25.1% | -1.1% |
| YTD | +7.1% | +45.6% | -38.6% | +0.5% |
| 1Y | +5.9% | +45.7% | -39.7% | -0.6% |
| 3Y | +53.9% | +21.1% | +32.8% | +42.4% |
| 5Y | +95.4% | +0.3% | +95.1% | +84.8% |
| All | +188.5% | +441.1% | -252.6% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling