+5,240.8%
GRMN vs WST
+7,856.5%
-2,615.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | -8.4% | -3.1% | -5.3% | -7.5% |
| 3M | +15.0% | +7.2% | +7.8% | +12.2% |
| 6M | +11.2% | +36.8% | -25.6% | -0.5% |
| YTD | +37.7% | +23.8% | +13.8% | +27.0% |
| 1Y | +18.5% | +37.8% | -19.3% | +4.9% |
| 3Y | +175.8% | -15.9% | +191.7% | +164.0% |
| 5Y | +75.1% | -25.8% | +100.9% | +69.8% |
| 10Y | +637.0% | +319.6% | +317.4% | +243.2% |
| All | +5,240.8% | +7,856.5% | -2,615.6% | +771.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling