+627.7%
GEV vs WST
-13.6%
+641.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.1% |
| 7D | +3.2% | -1.7% | +4.8% | +3.3% |
| 30D | -4.0% | -4.3% | +0.3% | -3.7% |
| 3M | +3.4% | +0.7% | +2.7% | +3.3% |
| 6M | +14.7% | +36.0% | -21.3% | +11.2% |
| YTD | +45.8% | +22.7% | +23.0% | +42.4% |
| 1Y | +57.4% | +34.1% | +23.3% | +52.2% |
| All | +627.7% | -13.6% | +641.3% | +652.4% |
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 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