+2,883.5%
GE vs WST
+12,330.1%
-9,446.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -11.6% | -3.1% | -8.4% | -10.9% |
| 3M | +3.0% | +7.2% | -4.2% | +0.9% |
| 6M | -0.5% | +36.8% | -37.3% | -9.0% |
| YTD | +9.7% | +23.8% | -14.1% | +2.8% |
| 1Y | +20.0% | +37.8% | -17.7% | +8.8% |
| 3Y | +275.8% | -15.9% | +291.7% | +264.0% |
| 5Y | +429.1% | -25.8% | +454.9% | +415.4% |
| 10Y | +151.2% | +319.6% | -168.4% | +36.5% |
| All | +2,883.5% | +12,330.1% | -9,446.6% | +605.2% |
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