+451.5%
WST vs GPC
+78.6%
+372.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | +1.1% | -2.1% | +3.2% | +1.7% |
| 30D | +12.4% | -4.5% | +16.9% | +13.7% |
| 3M | +17.6% | -7.7% | +25.3% | +19.9% |
| 6M | +28.3% | +24.3% | +4.0% | +19.4% |
| YTD | +50.5% | +3.5% | +47.0% | +46.8% |
| 1Y | +49.4% | +0.7% | +48.6% | +46.8% |
| 3Y | +21.9% | 0.0% | +21.9% | +17.0% |
| 5Y | +0.4% | +5.8% | -5.5% | -5.9% |
| 10Y | +451.5% | +75.8% | +375.7% | +329.7% |
| All | +451.5% | +78.6% | +372.9% | +329.7% |
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