+27.7%
GEN vs WST
-0.1%
+27.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.9% |
| 7D | +2.3% | -3.1% | +5.4% | +2.7% |
| 30D | +33.1% | +9.1% | +24.0% | +31.5% |
| 3M | +6.5% | +14.7% | -8.2% | +4.5% |
| 6M | +53.8% | +28.0% | +25.8% | +48.4% |
| YTD | +11.2% | +45.6% | -34.4% | +4.8% |
| 1Y | +19.4% | +45.7% | -26.3% | +12.5% |
| 3Y | +81.0% | +21.1% | +60.0% | +67.1% |
| All | +27.7% | -0.1% | +27.9% | +20.9% |
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 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