+518.8%
GEV vs WST
+5.8%
+513.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.0% | +1.0% | -4.0% | -3.0% |
| 30D | -18.9% | +12.3% | -31.2% | -19.6% |
| 3M | -20.1% | +17.5% | -37.6% | -21.1% |
| 6M | -24.6% | +28.2% | -52.8% | -26.1% |
| YTD | +24.0% | +50.4% | -26.4% | +19.2% |
| 1Y | +40.6% | +49.3% | -8.6% | +35.3% |
| All | +518.8% | +5.8% | +513.0% | +529.7% |
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