-15.1%
WST vs GGLL
+253.9%
-269.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | +0.7% | -4.8% | +5.5% | +1.1% |
| 30D | -3.1% | -13.7% | +10.5% | -2.1% |
| 3M | +7.2% | -21.9% | +29.1% | +8.8% |
| 6M | +36.8% | +11.7% | +25.2% | +33.5% |
| YTD | +23.8% | +2.3% | +21.6% | +21.7% |
| 1Y | +37.8% | +76.2% | -38.4% | +28.4% |
| All | -15.1% | +253.9% | -269.0% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling