+153.0%
GE vs WST
+322.7%
-169.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -11.6% | -3.1% | -8.4% | -11.1% |
| 3M | +3.0% | +7.2% | -4.2% | +1.5% |
| 6M | -0.5% | +36.8% | -37.3% | -6.7% |
| YTD | +9.7% | +23.8% | -14.1% | +4.6% |
| 1Y | +20.0% | +37.8% | -17.7% | +11.7% |
| 3Y | +275.8% | -15.9% | +291.7% | +270.2% |
| 5Y | +429.1% | -25.8% | +454.9% | +419.6% |
| All | +153.0% | +322.7% | -169.6% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling