+39.7%
WST vs GGLL
+194.0%
-154.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +1.4% | +5.1% | -3.7% | +0.9% |
| 30D | +12.8% | -35.5% | +48.3% | +17.9% |
| 3M | +17.2% | -39.2% | +56.4% | +23.1% |
| 6M | +26.7% | -54.4% | +81.1% | +37.1% |
| YTD | +50.4% | -29.8% | +80.2% | +51.5% |
| 1Y | +50.3% | -20.4% | +70.7% | +48.3% |
| 3Y | +21.8% | +149.7% | -127.9% | -11.6% |
| All | +39.7% | +194.0% | -154.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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