+45.4%
GILD vs WST
+47.3%
-1.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.1% |
| 7D | +9.6% | +1.3% | +8.3% | +9.4% |
| 30D | +20.6% | +8.5% | +12.1% | +19.4% |
| 3M | +29.7% | +17.2% | +12.5% | +27.2% |
| 6M | +33.1% | +36.3% | -3.2% | +28.6% |
| YTD | +44.7% | +48.9% | -4.2% | +36.4% |
| 1Y | +45.4% | +42.9% | +2.5% | +37.5% |
| All | +45.4% | +47.3% | -1.9% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling