+561.2%
GWW vs WST
+332.3%
+228.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.5% | -1.7% | +1.2% | -0.2% |
| 30D | -1.4% | -4.3% | +2.9% | -0.6% |
| 3M | -3.6% | +0.7% | -4.4% | -3.9% |
| 6M | +15.1% | +36.0% | -20.9% | +7.9% |
| YTD | +27.5% | +22.7% | +4.7% | +21.7% |
| 1Y | +29.6% | +34.1% | -4.5% | +21.1% |
| 3Y | +90.1% | -13.6% | +103.6% | +85.9% |
| 5Y | +222.6% | -26.0% | +248.6% | +221.2% |
| All | +561.2% | +332.3% | +228.9% | +305.0% |
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 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