-16.4%
GFS vs WST
-3.6%
-12.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.7% |
| 7D | -7.8% | -3.1% | -4.7% | -6.9% |
| 30D | -19.7% | +9.1% | -28.8% | -21.6% |
| 3M | -23.1% | +14.7% | -37.8% | -26.2% |
| 6M | -46.4% | +28.0% | -74.4% | -50.3% |
| YTD | +11.0% | +45.6% | -34.6% | -1.3% |
| 1Y | +12.6% | +45.7% | -33.0% | +0.1% |
| 3Y | -24.9% | +21.1% | -46.0% | -35.9% |
| 5Y | -39.1% | +0.3% | -39.4% | -40.2% |
| All | -16.4% | -3.6% | -12.9% | -18.2% |
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