+205.0%
GLD vs WST
+441.1%
-236.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | +4.7% | -3.1% | +7.8% | +4.8% |
| 30D | -0.9% | +9.1% | -10.0% | -1.1% |
| 3M | -4.4% | +14.7% | -19.1% | -4.8% |
| 6M | -13.6% | +28.0% | -41.6% | -14.2% |
| YTD | -6.0% | +45.6% | -51.7% | -7.1% |
| 1Y | +1.8% | +45.7% | -43.9% | +0.6% |
| 3Y | +103.2% | +21.1% | +82.1% | +100.4% |
| 5Y | +119.3% | +0.3% | +119.0% | +115.3% |
| All | +205.0% | +441.1% | -236.2% | +195.5% |
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 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