+23.8%
GH vs WST
-25.8%
+49.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -4.5% | -4.6% | +0.2% | -2.6% |
| 3M | +28.9% | +5.7% | +23.2% | +26.1% |
| 6M | +76.5% | +37.6% | +38.9% | +53.9% |
| YTD | +57.6% | +23.0% | +34.6% | +43.3% |
| 1Y | +167.5% | +33.8% | +133.7% | +131.7% |
| 3Y | +377.4% | -13.4% | +390.8% | +360.3% |
| 5Y | +23.8% | -27.0% | +50.8% | +26.2% |
| All | +23.8% | -25.8% | +49.6% | +26.2% |
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 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