+39.9%
GH vs WST
-2.2%
+42.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -2.5% |
| 7D | -15.6% | -3.1% | -12.5% | -14.4% |
| 30D | -10.4% | +9.1% | -19.5% | -13.5% |
| 3M | -4.3% | +14.7% | -18.9% | -9.3% |
| 6M | +63.5% | +28.0% | +35.5% | +47.9% |
| YTD | +47.7% | +45.6% | +2.1% | +25.6% |
| 1Y | +56.7% | +45.7% | +11.1% | +33.1% |
| 3Y | +443.9% | +21.1% | +422.8% | +323.8% |
| All | +39.9% | -2.2% | +42.1% | +28.4% |
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