+165.2%
GD vs WST
+456.5%
-291.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +2.7% | +4.2% | -1.6% | +2.0% |
| 30D | +8.6% | +11.2% | -2.6% | +6.9% |
| 3M | -7.1% | +20.4% | -27.4% | -9.7% |
| 6M | +7.5% | +37.9% | -30.4% | +2.1% |
| YTD | +9.9% | +51.8% | -41.9% | +2.5% |
| 1Y | +7.6% | +56.6% | -49.1% | -0.2% |
| 3Y | +56.2% | +24.2% | +32.0% | +44.2% |
| 5Y | +100.6% | +0.7% | +100.0% | +90.4% |
| All | +165.2% | +456.5% | -291.3% | +62.8% |
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 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