-47.0%
GPN vs WST
-27.5%
-19.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.6% |
| 7D | -6.2% | -1.7% | -4.6% | -5.9% |
| 30D | +1.0% | -4.3% | +5.3% | +2.1% |
| 3M | +36.9% | +0.7% | +36.1% | +36.4% |
| 6M | +16.8% | +36.0% | -19.2% | +7.2% |
| YTD | +13.2% | +22.7% | -9.5% | +6.5% |
| 1Y | +1.4% | +34.1% | -32.7% | -7.0% |
| 3Y | -28.6% | -13.6% | -15.1% | -30.7% |
| 5Y | -47.0% | -26.0% | -21.0% | -53.9% |
| All | -47.0% | -27.5% | -19.5% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling