-16.8%
GIS vs WST
+325.7%
-342.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -8.6% | -1.7% | -6.9% | -8.5% |
| 30D | -0.5% | -4.3% | +3.9% | 0.0% |
| 3M | +11.9% | +0.7% | +11.2% | +11.8% |
| 6M | -11.6% | +36.0% | -47.6% | -14.2% |
| YTD | -16.3% | +22.7% | -39.1% | -18.1% |
| 1Y | -21.8% | +34.1% | -55.9% | -24.2% |
| 3Y | -35.7% | -13.6% | -22.1% | -36.4% |
| 5Y | -22.9% | -26.0% | +3.1% | -22.1% |
| 10Y | -16.8% | +335.8% | -352.6% | -43.7% |
| All | -16.8% | +325.7% | -342.5% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling