+152.0%
GE vs WST
+456.5%
-304.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | 0.0% |
| 7D | +2.7% | +4.2% | -1.6% | +1.9% |
| 30D | +8.1% | +11.2% | -3.1% | +6.0% |
| 3M | -7.9% | +20.4% | -28.2% | -11.1% |
| 6M | +12.9% | +37.9% | -25.0% | +5.9% |
| YTD | +8.2% | +51.8% | -43.6% | -0.8% |
| 1Y | +9.7% | +56.6% | -46.9% | -0.1% |
| 3Y | +266.1% | +24.2% | +241.9% | +230.8% |
| 5Y | +407.4% | +0.7% | +406.7% | +368.6% |
| All | +152.0% | +456.5% | -304.6% | +38.7% |
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