+5.8%
GD vs WST
+38.1%
-32.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.8% |
| 7D | -3.9% | -5.8% | +1.9% | -3.1% |
| 30D | +8.1% | +5.3% | +2.7% | +7.5% |
| 3M | -6.8% | +11.8% | -18.6% | -8.0% |
| 6M | +3.0% | +26.7% | -23.7% | -0.4% |
| YTD | +7.8% | +43.0% | -35.2% | +2.2% |
| 1Y | +5.8% | +38.9% | -33.1% | +0.7% |
| All | +5.8% | +38.1% | -32.3% | +0.7% |
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 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