+19,851.2%
GD vs WST
+12,330.1%
+7,521.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -5.3% | +0.7% | -6.0% | -5.4% |
| 30D | -6.4% | -3.1% | -3.3% | -5.9% |
| 3M | +5.7% | +7.2% | -1.5% | +4.1% |
| 6M | -0.9% | +36.8% | -37.8% | -7.2% |
| YTD | +8.2% | +23.8% | -15.7% | +3.1% |
| 1Y | +13.4% | +37.8% | -24.3% | +5.6% |
| 3Y | +68.5% | -15.9% | +84.4% | +64.7% |
| 5Y | +97.2% | -25.8% | +123.0% | +93.4% |
| 10Y | +190.2% | +319.6% | -129.4% | +87.7% |
| All | +19,851.2% | +12,330.1% | +7,521.1% | +7,455.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling