+160.6%
GRMN vs WST
+16.9%
+143.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | +4.7% | -3.1% | +7.8% | +5.1% |
| 30D | +3.4% | +9.1% | -5.7% | +2.5% |
| 3M | -5.0% | +14.7% | -19.7% | -6.4% |
| 6M | +18.6% | +28.0% | -9.4% | +15.6% |
| YTD | +42.5% | +45.6% | -3.2% | +36.6% |
| 1Y | +42.3% | +45.7% | -3.3% | +36.4% |
| All | +160.6% | +16.9% | +143.6% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling