-33.6%
GIS vs WST
-15.0%
-18.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -7.8% | +0.7% | -8.6% | -7.9% |
| 30D | +6.6% | -3.1% | +9.7% | +6.7% |
| 3M | +21.0% | +7.2% | +13.8% | +20.7% |
| 6M | -9.1% | +36.8% | -45.9% | -10.0% |
| YTD | -13.6% | +23.8% | -37.5% | -14.3% |
| 1Y | -18.0% | +37.8% | -55.8% | -19.0% |
| All | -33.6% | -15.0% | -18.6% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling