+1,362.8%
GIS vs WST
+14,983.8%
-13,621.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.5% | +1.4% | +0.2% | +1.3% |
| 30D | +9.2% | +12.7% | -3.5% | +7.6% |
| 3M | -5.4% | +17.2% | -22.5% | -7.2% |
| 6M | +3.4% | +26.7% | -23.2% | +0.5% |
| YTD | -20.5% | +50.3% | -70.7% | -24.4% |
| 1Y | -20.0% | +50.2% | -70.2% | -24.0% |
| 3Y | -38.6% | +21.7% | -60.3% | -42.1% |
| 5Y | -33.1% | +2.0% | -35.1% | -36.5% |
| 10Y | -16.4% | +451.1% | -467.5% | -38.4% |
| All | +1,362.8% | +14,983.8% | -13,621.1% | +670.3% |
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