+451.4%
WST vs GPC
+93.7%
+357.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +2.7% |
| 7D | +1.3% | +0.8% | +0.4% | +1.1% |
| 30D | +12.9% | -1.1% | +13.9% | +13.1% |
| 3M | +16.7% | -6.6% | +23.3% | +18.6% |
| 6M | +26.8% | +22.2% | +4.6% | +18.6% |
| YTD | +50.5% | +5.1% | +45.4% | +46.2% |
| 1Y | +52.9% | +2.8% | +50.1% | +49.4% |
| 3Y | +23.9% | +2.4% | +21.5% | +18.2% |
| 5Y | +1.0% | +7.8% | -6.7% | -5.7% |
| 10Y | +451.4% | +87.2% | +364.1% | +330.8% |
| All | +451.4% | +93.7% | +357.7% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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