-15.1%
WST vs GPC
-1.1%
-14.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +0.7% | +1.2% | -0.5% | +0.5% |
| 30D | -3.1% | +6.0% | -9.1% | -4.2% |
| 3M | +7.2% | +42.6% | -35.4% | -0.7% |
| 6M | +36.8% | +22.8% | +14.1% | +30.5% |
| YTD | +23.8% | +15.5% | +8.4% | +19.5% |
| 1Y | +37.8% | +2.0% | +35.7% | +36.3% |
| All | -15.1% | -1.1% | -14.0% | -18.8% |
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 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