+2,064.0%
GS vs WST
+5,711.8%
-3,647.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -1.6% | -3.1% | +1.6% | -0.5% |
| 3M | -4.5% | +7.2% | -11.7% | -7.2% |
| 6M | +20.9% | +36.8% | -15.9% | +6.7% |
| YTD | +19.9% | +23.8% | -4.0% | +9.4% |
| 1Y | +41.4% | +37.8% | +3.6% | +23.1% |
| 3Y | +239.2% | -15.9% | +255.1% | +221.8% |
| 5Y | +185.0% | -25.8% | +210.9% | +172.1% |
| 10Y | +655.0% | +319.6% | +335.4% | +196.5% |
| All | +2,064.0% | +5,711.8% | -3,647.7% | +173.4% |
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 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