+816.6%
GLD vs WST
+3,470.3%
-2,653.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.5% | +0.7% | -1.3% | -0.5% |
| 30D | +4.4% | -3.1% | +7.5% | +4.4% |
| 3M | -1.1% | +7.2% | -8.3% | -1.1% |
| 6M | -13.8% | +36.8% | -50.6% | -13.9% |
| YTD | +2.6% | +23.8% | -21.2% | +2.5% |
| 1Y | +24.5% | +37.8% | -13.3% | +24.4% |
| 3Y | +125.8% | -15.9% | +141.7% | +125.7% |
| 5Y | +137.8% | -25.8% | +163.6% | +136.3% |
| 10Y | +221.4% | +319.6% | -98.2% | +230.3% |
| All | +816.6% | +3,470.3% | -2,653.7% | +883.4% |
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