-55.2%
GLXY vs WST
+47.3%
-102.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +0.4% | -17.4% | -17.2% |
| 7D | -26.8% | +1.3% | -28.1% | -27.2% |
| 30D | -38.3% | +8.5% | -46.8% | -40.4% |
| 3M | -36.9% | +17.2% | -54.1% | -41.3% |
| 6M | -52.1% | +36.3% | -88.4% | -58.8% |
| YTD | -37.5% | +48.9% | -86.4% | -52.4% |
| 1Y | -55.2% | +42.9% | -98.1% | -64.7% |
| All | -55.2% | +47.3% | -102.5% | -64.7% |
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 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