+156.3%
GEN vs WST
+322.7%
-166.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | +10.1% | -3.1% | +13.3% | +10.8% |
| 3M | +16.1% | +7.2% | +8.9% | +14.4% |
| 6M | +38.9% | +36.8% | +2.0% | +29.9% |
| YTD | +14.4% | +23.8% | -9.4% | +9.0% |
| 1Y | +5.9% | +37.8% | -31.9% | -1.5% |
| 3Y | +58.8% | -15.9% | +74.7% | +56.0% |
| 5Y | +24.7% | -25.8% | +50.5% | +24.1% |
| All | +156.3% | +322.7% | -166.4% | +60.9% |
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 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