-30.1%
GFS vs WST
+1.0%
-31.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.1% |
| 7D | +7.4% | +4.2% | +3.2% | +6.1% |
| 30D | -15.3% | +11.2% | -26.5% | -17.8% |
| 3M | -21.1% | +20.4% | -41.5% | -25.5% |
| 6M | -44.5% | +37.9% | -82.4% | -49.7% |
| YTD | +19.2% | +51.8% | -32.6% | +4.6% |
| 1Y | +27.2% | +56.6% | -29.4% | +10.4% |
| 3Y | -20.1% | +24.2% | -44.3% | -32.2% |
| All | -30.1% | +1.0% | -31.1% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling