+658.0%
GRMN vs WST
+452.9%
+205.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +1.7% | +1.1% | +0.6% | +1.4% |
| 30D | +10.2% | +12.4% | -2.2% | +7.2% |
| 3M | -4.7% | +17.6% | -22.3% | -8.3% |
| 6M | +22.3% | +28.3% | -6.0% | +15.0% |
| YTD | +46.7% | +50.5% | -3.8% | +32.1% |
| 1Y | +49.6% | +49.4% | +0.3% | +34.8% |
| 3Y | +165.3% | +21.9% | +143.4% | +134.5% |
| 5Y | +130.3% | +0.4% | +130.0% | +110.7% |
| 10Y | +658.0% | +451.5% | +206.5% | +309.1% |
| All | +658.0% | +452.9% | +205.1% | +309.1% |
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