+1,833.6%
GS vs WST
+6,888.1%
-5,054.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.1% | +3.4% |
| 7D | +0.3% | +1.3% | -1.0% | -0.2% |
| 30D | +3.9% | +8.5% | -4.6% | +0.9% |
| 3M | -11.4% | +17.2% | -28.6% | -16.5% |
| 6M | +3.7% | +36.3% | -32.6% | -7.9% |
| YTD | +7.1% | +48.9% | -41.8% | -8.7% |
| 1Y | +19.7% | +42.9% | -23.3% | +3.4% |
| 3Y | +202.8% | +23.1% | +179.8% | +147.8% |
| 5Y | +156.7% | -4.4% | +161.1% | +122.5% |
| 10Y | +548.7% | +461.3% | +87.4% | +126.8% |
| All | +1,833.6% | +6,888.1% | -5,054.5% | +128.3% |
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