-30.0%
GLXY vs WST
+96.1%
-126.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.1% | +13.1% | +13.2% |
| 7D | +14.3% | +1.1% | +13.3% | +14.0% |
| 30D | -19.6% | +12.4% | -32.0% | -22.7% |
| 3M | -20.7% | +17.6% | -38.2% | -25.1% |
| 6M | -49.6% | +28.3% | -77.9% | -54.0% |
| YTD | -28.6% | +50.5% | -79.1% | -40.0% |
| 1Y | -48.0% | +49.4% | -97.4% | -56.2% |
| All | -30.0% | +96.1% | -126.1% | -45.0% |
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 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