+151.2%
GE vs WST
+449.7%
-298.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | +5.1% | +4.9% | +0.3% | +4.2% |
| 30D | +7.6% | +10.7% | -3.1% | +5.6% |
| 3M | -9.3% | +16.8% | -26.1% | -12.0% |
| 6M | +11.5% | +32.0% | -20.4% | +5.5% |
| YTD | +7.9% | +49.9% | -42.1% | -0.8% |
| 1Y | +7.6% | +50.6% | -43.0% | -1.3% |
| 3Y | +265.9% | +21.4% | +244.4% | +232.2% |
| 5Y | +405.9% | -0.6% | +406.5% | +368.4% |
| All | +151.2% | +449.7% | -298.5% | +38.6% |
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