+651.6%
GRMN vs WST
+446.4%
+205.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +6.3% | +1.4% | +5.0% | +6.0% |
| 30D | +7.6% | +12.7% | -5.2% | +4.6% |
| 3M | -7.5% | +17.2% | -24.6% | -10.9% |
| 6M | +21.2% | +26.7% | -5.4% | +14.4% |
| YTD | +44.0% | +50.3% | -6.3% | +29.7% |
| 1Y | +44.7% | +50.2% | -5.5% | +30.2% |
| 3Y | +160.5% | +21.7% | +138.8% | +130.4% |
| 5Y | +124.6% | +2.0% | +122.6% | +104.2% |
| 10Y | +651.6% | +451.1% | +200.5% | +306.4% |
| All | +651.6% | +446.4% | +205.3% | +306.4% |
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