+0.3%
GLD vs WST
+52.7%
-52.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.7% |
| 7D | +4.9% | +1.3% | +3.7% | +4.9% |
| 30D | -1.3% | +12.9% | -14.2% | -2.0% |
| 3M | -4.8% | +16.7% | -21.4% | -5.7% |
| 6M | -12.5% | +26.8% | -39.3% | -13.8% |
| YTD | -4.2% | +50.5% | -54.7% | -6.4% |
| All | +0.3% | +52.7% | -52.4% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling