+2,765.1%
GE vs WST
+14,518.0%
-11,753.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.2% |
| 7D | +7.1% | -3.1% | +10.2% | +8.0% |
| 30D | +6.5% | +9.1% | -2.6% | +4.1% |
| 3M | -13.6% | +14.7% | -28.3% | -16.7% |
| 6M | +6.0% | +28.0% | -22.0% | -1.1% |
| YTD | +5.4% | +45.6% | -40.3% | -5.4% |
| 1Y | +6.5% | +45.7% | -39.2% | -4.7% |
| 3Y | +268.6% | +21.1% | +247.5% | +222.3% |
| 5Y | +389.0% | +0.3% | +388.7% | +339.3% |
| 10Y | +163.3% | +449.0% | -285.7% | +32.9% |
| All | +2,765.1% | +14,518.0% | -11,753.0% | +548.4% |
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