+35.8%
GFS vs WST
+37.6%
-1.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | -8.6% | -3.1% | -5.4% | -7.4% |
| 3M | -46.5% | +7.2% | -53.8% | -48.1% |
| 6M | -4.8% | +36.8% | -41.6% | -16.0% |
| YTD | +29.7% | +23.8% | +5.8% | +16.2% |
| 1Y | +35.8% | +37.8% | -1.9% | +16.9% |
| All | +35.8% | +37.6% | -1.7% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling