+12,330.1%
WST vs GPC
+2,341.8%
+9,988.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +0.7% | +1.2% | -0.5% | +0.3% |
| 30D | -3.1% | +6.0% | -9.1% | -5.0% |
| 3M | +7.2% | +42.6% | -35.4% | -5.3% |
| 6M | +36.8% | +22.8% | +14.1% | +26.5% |
| YTD | +23.8% | +15.5% | +8.4% | +16.3% |
| 1Y | +37.8% | +2.0% | +35.7% | +34.7% |
| 3Y | -15.9% | -1.4% | -14.5% | -19.3% |
| 5Y | -25.8% | +30.6% | -56.4% | -35.7% |
| 10Y | +319.6% | +80.6% | +239.0% | +206.7% |
| All | +12,330.1% | +2,341.8% | +9,988.3% | +5,112.2% |
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