-22.8%
GIS vs WST
-25.8%
+2.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -8.3% | -0.3% | -8.0% | -8.3% |
| 30D | +2.2% | -4.6% | +6.8% | +2.4% |
| 3M | +15.7% | +5.7% | +10.0% | +15.5% |
| 6M | -12.0% | +37.6% | -49.5% | -13.0% |
| YTD | -15.0% | +23.0% | -38.0% | -15.6% |
| 1Y | -20.1% | +33.8% | -54.0% | -21.0% |
| 3Y | -34.6% | -13.4% | -21.3% | -35.4% |
| 5Y | -22.8% | -27.0% | +4.1% | -21.6% |
| All | -22.8% | -25.8% | +2.9% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling