+266.1%
GE vs WST
+24.3%
+241.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +0.2% |
| 7D | +2.7% | +4.2% | -1.6% | +2.2% |
| 30D | +8.1% | +11.2% | -3.1% | +6.9% |
| 3M | -7.9% | +20.4% | -28.2% | -9.6% |
| 6M | +12.9% | +37.9% | -25.0% | +9.0% |
| YTD | +8.2% | +51.8% | -43.6% | +3.1% |
| 1Y | +9.7% | +56.6% | -46.9% | +4.1% |
| 3Y | +266.1% | +24.2% | +241.9% | +233.9% |
| All | +266.1% | +24.3% | +241.8% | +233.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling