+188.7%
GD vs WST
+321.8%
-133.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -5.3% | +0.7% | -6.0% | -5.4% |
| 30D | -6.4% | -3.1% | -3.3% | -6.0% |
| 3M | +5.7% | +7.2% | -1.5% | +4.4% |
| 6M | -0.9% | +36.8% | -37.8% | -6.0% |
| YTD | +8.2% | +23.8% | -15.7% | +4.1% |
| 1Y | +13.4% | +37.8% | -24.3% | +7.1% |
| 3Y | +68.5% | -15.9% | +84.4% | +66.7% |
| 5Y | +97.2% | -25.8% | +123.0% | +97.6% |
| All | +188.7% | +321.8% | -133.2% | +79.7% |
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 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