+32,991.5%
GILD vs WST
+12,960.3%
+20,031.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -4.8% | +1.8% | -6.7% | -5.3% |
| 30D | +5.8% | -1.7% | +7.5% | +6.2% |
| 3M | +14.9% | +4.9% | +10.1% | +13.3% |
| 6M | -0.4% | +45.5% | -45.9% | -10.3% |
| YTD | +18.5% | +26.1% | -7.6% | +10.4% |
| 1Y | +25.1% | +31.7% | -6.6% | +14.6% |
| 3Y | +105.9% | -12.1% | +118.0% | +95.3% |
| 5Y | +143.0% | -23.6% | +166.6% | +131.9% |
| 10Y | +162.4% | +347.8% | -185.4% | +29.4% |
| All | +32,991.5% | +12,960.3% | +20,031.2% | +6,233.0% |
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 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