-7.3%
GFS vs WST
-0.4%
-6.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +6.2% | +1.1% | +5.2% | +6.0% |
| 30D | -11.4% | +12.4% | -23.7% | -14.2% |
| 3M | -15.5% | +17.6% | -33.0% | -19.5% |
| 6M | -42.6% | +28.3% | -70.9% | -46.8% |
| YTD | +23.2% | +50.5% | -27.3% | +8.5% |
| 1Y | +23.6% | +49.4% | -25.8% | +9.0% |
| 3Y | -17.2% | +21.9% | -39.1% | -29.0% |
| 5Y | -23.4% | +0.4% | -23.8% | -25.7% |
| All | -7.3% | -0.4% | -6.9% | -10.1% |
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