+405.5%
GH vs WST
+180.5%
+225.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -0.2% | -1.7% | +1.5% | +0.6% |
| 30D | -2.6% | -4.3% | +1.7% | -0.5% |
| 3M | +25.1% | +0.7% | +24.4% | +24.6% |
| 6M | +78.5% | +36.0% | +42.5% | +52.4% |
| YTD | +59.4% | +22.7% | +36.6% | +42.3% |
| 1Y | +173.9% | +34.1% | +139.8% | +130.3% |
| 3Y | +382.7% | -13.6% | +396.3% | +350.0% |
| 5Y | +24.4% | -26.0% | +50.4% | +27.2% |
| All | +405.5% | +180.5% | +225.0% | +71.0% |
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