+401.3%
GH vs WST
+183.0%
+218.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -0.1% | +0.7% | -0.8% | -0.5% |
| 30D | -1.1% | -3.1% | +2.1% | +0.5% |
| 3M | +21.3% | +7.2% | +14.1% | +17.3% |
| 6M | +73.5% | +36.8% | +36.7% | +47.7% |
| YTD | +58.0% | +23.8% | +34.2% | +40.5% |
| 1Y | +163.1% | +37.8% | +125.3% | +118.2% |
| 3Y | +361.0% | -15.9% | +376.9% | +340.9% |
| 5Y | +22.5% | -25.8% | +48.4% | +25.3% |
| All | +401.3% | +183.0% | +218.3% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling