+22.7%
WST vs GPC
-0.2%
+22.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +4.9% | -1.3% | +6.1% | +5.1% |
| 30D | +10.7% | -6.0% | +16.7% | +11.9% |
| 3M | +16.8% | -7.6% | +24.4% | +18.4% |
| 6M | +32.0% | +24.2% | +7.7% | +25.3% |
| YTD | +49.9% | +2.7% | +47.2% | +47.7% |
| 1Y | +50.6% | +0.2% | +50.5% | +49.2% |
| All | +22.7% | -0.2% | +22.9% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling