+211.6%
GM vs WST
+456.5%
-245.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -0.2% | +4.2% | -4.4% | -1.0% |
| 30D | +3.6% | +11.2% | -7.7% | +1.3% |
| 3M | -0.2% | +20.4% | -20.6% | -4.0% |
| 6M | +13.9% | +37.9% | -24.0% | +6.4% |
| YTD | +6.5% | +51.8% | -45.3% | -3.0% |
| 1Y | +20.7% | +56.6% | -36.0% | +9.2% |
| 3Y | +229.5% | +24.2% | +205.3% | +195.3% |
| 5Y | +41.5% | +0.7% | +40.9% | +28.7% |
| All | +211.6% | +456.5% | -245.0% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling