+746.1%
GLD vs WST
+4,021.7%
-3,275.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +0.8% |
| 7D | +1.9% | -5.8% | +7.7% | +1.9% |
| 30D | -1.8% | +5.3% | -7.1% | -1.8% |
| 3M | -3.6% | +11.8% | -15.4% | -3.7% |
| 6M | -10.2% | +26.7% | -36.9% | -10.3% |
| YTD | -5.3% | +43.0% | -48.2% | -5.4% |
| 1Y | +2.5% | +38.9% | -36.4% | +2.3% |
| 3Y | +103.2% | +18.2% | +85.0% | +102.8% |
| 5Y | +121.1% | -1.5% | +122.6% | +119.8% |
| 10Y | +201.9% | +439.0% | -237.1% | +210.7% |
| All | +746.1% | +4,021.7% | -3,275.7% | +807.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling