+190.4%
GD vs WST
+431.2%
-240.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.7% |
| 7D | -3.9% | -5.8% | +1.9% | -3.0% |
| 30D | +8.1% | +5.3% | +2.7% | +7.2% |
| 3M | -6.8% | +11.8% | -18.6% | -8.4% |
| 6M | +3.0% | +26.7% | -23.7% | -0.9% |
| YTD | +7.8% | +43.0% | -35.2% | +1.4% |
| 1Y | +5.8% | +38.9% | -33.1% | 0.0% |
| 3Y | +55.3% | +18.2% | +37.1% | +44.4% |
| 5Y | +96.7% | -1.5% | +98.2% | +86.6% |
| All | +190.4% | +431.2% | -240.8% | +82.8% |
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