+644.1%
GRMN vs WST
+325.7%
+318.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -1.4% | -1.7% | +0.3% | -1.0% |
| 30D | -13.1% | -4.3% | -8.8% | -12.2% |
| 3M | +14.9% | +0.7% | +14.2% | +14.6% |
| 6M | +13.1% | +36.0% | -22.9% | +4.6% |
| YTD | +35.3% | +22.7% | +12.5% | +27.9% |
| 1Y | +16.0% | +34.1% | -18.1% | +7.0% |
| 3Y | +179.6% | -13.6% | +193.2% | +171.8% |
| 5Y | +75.0% | -26.0% | +101.0% | +73.6% |
| 10Y | +644.1% | +335.8% | +308.4% | +340.7% |
| All | +644.1% | +325.7% | +318.4% | +340.7% |
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 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