+224.0%
GWW vs WST
-25.8%
+249.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | +1.1% | -4.6% | +5.7% | +1.8% |
| 3M | -1.0% | +5.7% | -6.7% | -1.9% |
| 6M | +16.3% | +37.6% | -21.3% | +10.6% |
| YTD | +28.5% | +23.0% | +5.5% | +24.0% |
| 1Y | +30.3% | +33.8% | -3.6% | +23.9% |
| 3Y | +91.6% | -13.4% | +105.0% | +89.7% |
| 5Y | +224.0% | -27.0% | +250.9% | +216.9% |
| All | +224.0% | -25.8% | +249.7% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling