-29.3%
GFS vs WST
+16.9%
-46.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.0% | -5.9% | -9.1% |
| 7D | -20.7% | -5.8% | -14.9% | -19.7% |
| 30D | -25.2% | +5.3% | -30.6% | -25.9% |
| 3M | -26.3% | +11.8% | -38.1% | -27.9% |
| 6M | -50.7% | +26.7% | -77.4% | -53.0% |
| YTD | +4.5% | +43.0% | -38.4% | -2.9% |
| 1Y | +2.5% | +38.9% | -36.4% | -4.5% |
| All | -29.3% | +16.9% | -46.2% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling