+368.0%
GDDY vs WST
+493.7%
-125.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -8.1% | -1.7% | -6.5% | -7.7% |
| 30D | +2.3% | -4.3% | +6.6% | +3.3% |
| 3M | +14.7% | +0.7% | +14.0% | +14.3% |
| 6M | +2.1% | +36.0% | -33.9% | -6.0% |
| YTD | -24.6% | +22.7% | -47.3% | -28.9% |
| 1Y | -37.1% | +34.1% | -71.2% | -42.3% |
| 3Y | +25.5% | -13.6% | +39.1% | +21.6% |
| 5Y | +24.2% | -26.0% | +50.2% | +24.1% |
| 10Y | +191.6% | +335.8% | -144.2% | +44.7% |
| All | +368.0% | +493.7% | -125.7% | +72.5% |
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