+15,931.9%
GWW vs WST
+15,004.7%
+927.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +14.0% | +12.4% | +1.6% | +10.8% |
| 3M | +14.4% | +17.6% | -3.2% | +9.9% |
| 6M | +21.7% | +28.3% | -6.6% | +14.2% |
| YTD | +48.4% | +50.5% | -2.1% | +33.3% |
| 1Y | +58.4% | +49.4% | +9.0% | +42.4% |
| 3Y | +92.3% | +21.9% | +70.4% | +69.8% |
| 5Y | +221.8% | +0.4% | +221.4% | +191.4% |
| 10Y | +657.6% | +451.5% | +206.1% | +315.4% |
| All | +15,931.9% | +15,004.7% | +927.2% | +4,232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling