+105.3%
GLD vs WST
+16.9%
+88.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | +4.7% | -3.1% | +7.8% | +4.7% |
| 30D | -0.9% | +9.1% | -10.0% | -1.0% |
| 3M | -4.4% | +14.7% | -19.1% | -4.6% |
| 6M | -13.6% | +28.0% | -41.6% | -13.8% |
| YTD | -6.0% | +45.6% | -51.7% | -6.4% |
| 1Y | +1.8% | +45.7% | -43.9% | +1.3% |
| All | +105.3% | +16.9% | +88.3% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling