+557.4%
GWW vs WST
+341.6%
+215.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.0% |
| 7D | -3.1% | +0.4% | -3.6% | -3.2% |
| 30D | -2.3% | -2.0% | -0.3% | -2.0% |
| 3M | -3.3% | +4.1% | -7.4% | -4.2% |
| 6M | +15.4% | +47.4% | -32.1% | +6.5% |
| YTD | +26.7% | +25.4% | +1.3% | +20.5% |
| 1Y | +29.0% | +35.3% | -6.3% | +20.3% |
| 3Y | +89.0% | -11.7% | +100.7% | +84.1% |
| 5Y | +221.8% | -24.0% | +245.8% | +218.6% |
| All | +557.4% | +341.6% | +215.7% | +301.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling