+112.1%
GLD vs WST
+1.4%
+110.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +2.8% | +1.4% | +1.4% | +2.8% |
| 30D | -4.0% | +12.8% | -16.7% | -4.3% |
| 3M | -8.2% | +17.2% | -25.5% | -8.7% |
| 6M | -14.8% | +26.7% | -41.6% | -15.4% |
| YTD | -6.8% | +50.4% | -57.2% | -7.9% |
| 1Y | -2.4% | +50.3% | -52.7% | -3.5% |
| 3Y | +105.8% | +21.8% | +84.0% | +103.0% |
| All | +112.1% | +1.4% | +110.7% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling