+1,488.6%
GIS vs WST
+12,330.1%
-10,841.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | +21.0% | +7.2% | +13.8% | +20.0% |
| 6M | -9.1% | +36.8% | -45.9% | -12.5% |
| YTD | -13.6% | +23.8% | -37.5% | -16.0% |
| 1Y | -18.0% | +37.8% | -55.8% | -21.5% |
| 3Y | -33.7% | -15.9% | -17.8% | -34.6% |
| 5Y | -19.4% | -25.8% | +6.4% | -20.4% |
| 10Y | -21.3% | +319.6% | -340.8% | -40.1% |
| All | +1,488.6% | +12,330.1% | -10,841.6% | +756.0% |
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