+14,518.0%
WST vs GPC
+2,071.6%
+12,446.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | -3.1% | +1.6% | -4.7% | -3.6% |
| 30D | +9.1% | -2.1% | +11.2% | +9.6% |
| 3M | +14.7% | -6.8% | +21.5% | +17.0% |
| 6M | +28.0% | +18.6% | +9.4% | +19.7% |
| YTD | +45.6% | +2.7% | +43.0% | +41.7% |
| 1Y | +45.7% | +1.8% | +43.9% | +42.1% |
| 3Y | +21.1% | +1.1% | +20.0% | +15.1% |
| 5Y | +0.3% | +4.1% | -3.7% | -6.4% |
| 10Y | +449.0% | +88.2% | +360.8% | +293.4% |
| All | +14,518.0% | +2,071.6% | +12,446.4% | +6,251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling