+89.0%
GWW vs WST
+16.9%
+72.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +6.0% | -3.1% | +9.1% | +6.3% |
| 30D | +14.0% | +9.1% | +4.9% | +13.2% |
| 3M | +12.5% | +14.7% | -2.1% | +11.3% |
| 6M | +23.6% | +28.0% | -4.4% | +21.0% |
| YTD | +43.6% | +45.6% | -2.0% | +38.7% |
| 1Y | +52.5% | +45.7% | +6.8% | +47.3% |
| All | +89.0% | +16.9% | +72.0% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling