+669.9%
GWW vs WST
+456.5%
+213.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | +3.6% | +4.2% | -0.7% | +2.7% |
| 30D | +12.1% | +11.2% | +0.9% | +9.9% |
| 3M | +12.9% | +20.4% | -7.5% | +8.9% |
| 6M | +19.3% | +37.9% | -18.6% | +11.9% |
| YTD | +48.7% | +51.8% | -3.1% | +36.3% |
| 1Y | +60.5% | +56.6% | +3.9% | +46.1% |
| 3Y | +93.3% | +24.2% | +69.0% | +74.4% |
| 5Y | +219.0% | +0.7% | +218.3% | +197.1% |
| All | +669.9% | +456.5% | +213.3% | +381.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling