+5.9%
GD vs WST
+42.2%
-36.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -5.0% | -3.1% | -1.9% | -4.6% |
| 30D | +8.9% | +9.1% | -0.2% | +7.9% |
| 3M | -8.0% | +14.7% | -22.7% | -9.5% |
| 6M | +2.9% | +28.0% | -25.1% | -0.5% |
| YTD | +7.1% | +45.6% | -38.6% | +1.3% |
| 1Y | +5.9% | +45.7% | -39.7% | +0.1% |
| All | +5.9% | +42.2% | -36.3% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling