+205.6%
GLD vs WST
+449.7%
-244.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -5.5% | +4.9% | -10.3% | -5.6% |
| 30D | -7.0% | +10.7% | -17.7% | -7.3% |
| 3M | -12.4% | +16.8% | -29.2% | -12.8% |
| 6M | -18.0% | +32.0% | -50.0% | -18.7% |
| YTD | -10.5% | +49.9% | -60.4% | -11.5% |
| 1Y | -8.1% | +50.6% | -58.7% | -9.2% |
| 3Y | +97.7% | +21.4% | +76.3% | +95.1% |
| 5Y | +103.4% | -0.6% | +104.0% | +99.8% |
| All | +205.6% | +449.7% | -244.1% | +198.3% |
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 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