+54.9%
GD vs WST
+16.9%
+38.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -2.0% |
| 7D | -3.9% | -5.8% | +1.9% | -3.4% |
| 30D | +8.1% | +5.3% | +2.7% | +7.7% |
| 3M | -6.8% | +11.8% | -18.6% | -7.6% |
| 6M | +3.0% | +26.7% | -23.7% | +1.0% |
| YTD | +7.8% | +43.0% | -35.2% | +4.4% |
| 1Y | +5.8% | +38.9% | -33.1% | +2.7% |
| All | +54.9% | +16.9% | +38.0% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling