+30.4%
GDDY vs WST
-23.9%
+54.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -3.2% | +1.8% | -5.0% | -3.4% |
| 30D | +6.8% | -1.7% | +8.5% | +7.0% |
| 3M | +30.5% | +4.9% | +25.6% | +29.4% |
| 6M | +13.3% | +45.5% | -32.2% | +6.8% |
| YTD | -21.0% | +26.1% | -47.1% | -24.0% |
| 1Y | -34.0% | +31.7% | -65.7% | -37.1% |
| 3Y | +33.1% | -12.1% | +45.1% | +33.0% |
| All | +30.4% | -23.9% | +54.3% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling