+14,159.6%
GWW vs WST
+12,330.1%
+1,829.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | +3.3% | -3.1% | +6.4% | +4.0% |
| 3M | +2.9% | +7.2% | -4.3% | +1.0% |
| 6M | +15.8% | +36.8% | -21.0% | +6.7% |
| YTD | +32.0% | +23.8% | +8.2% | +24.3% |
| 1Y | +29.9% | +37.8% | -7.9% | +18.6% |
| 3Y | +91.1% | -15.9% | +107.0% | +85.2% |
| 5Y | +223.9% | -25.8% | +249.8% | +216.3% |
| 10Y | +567.0% | +319.6% | +247.4% | +291.1% |
| All | +14,159.6% | +12,330.1% | +1,829.5% | +3,940.0% |
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