+324.5%
WST vs GPC
+79.8%
+244.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | +0.2% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -4.6% | -0.4% | -4.2% | -4.6% |
| 3M | +5.7% | +39.2% | -33.5% | -4.5% |
| 6M | +37.6% | +18.2% | +19.3% | +30.0% |
| YTD | +23.0% | +12.1% | +11.0% | +17.6% |
| 1Y | +33.8% | -0.7% | +34.5% | +32.5% |
| 3Y | -13.4% | -1.7% | -11.7% | -16.2% |
| 5Y | -27.0% | +29.3% | -56.2% | -35.2% |
| 10Y | +324.5% | +80.7% | +243.9% | +228.1% |
| All | +324.5% | +79.8% | +244.7% | +228.1% |
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