+41.0%
WST vs GGLL
+210.8%
-169.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.4% | +1.5% |
| 7D | +4.2% | +7.7% | -3.5% | +3.3% |
| 30D | +11.2% | -30.2% | +41.4% | +15.2% |
| 3M | +20.4% | -31.3% | +51.6% | +24.6% |
| 6M | +37.9% | -52.1% | +90.0% | +48.5% |
| YTD | +51.8% | -25.9% | +77.6% | +51.9% |
| 1Y | +56.6% | -8.5% | +65.1% | +51.6% |
| 3Y | +24.2% | +165.5% | -141.3% | -10.6% |
| All | +41.0% | +210.8% | -169.8% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling