+31.0%
GEN vs WST
-0.3%
+31.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -3.0% | +4.9% | -7.8% | -3.6% |
| 30D | +24.7% | +10.7% | +14.0% | +23.0% |
| 3M | +4.1% | +16.8% | -12.7% | +1.9% |
| 6M | +36.0% | +32.0% | +4.1% | +30.6% |
| YTD | +10.9% | +49.9% | -39.1% | +4.0% |
| 1Y | +12.2% | +50.6% | -38.5% | +5.2% |
| 3Y | +63.3% | +21.4% | +41.9% | +51.0% |
| All | +31.0% | -0.3% | +31.3% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling