+196.2%
PAAS vs WST
+456.5%
-260.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -8.9% | +4.2% | -13.1% | -9.6% |
| 30D | -11.4% | +11.2% | -22.6% | -13.2% |
| 3M | -20.4% | +20.4% | -40.8% | -23.3% |
| 6M | -40.7% | +37.9% | -78.6% | -44.3% |
| YTD | -26.9% | +51.8% | -78.7% | -33.0% |
| 1Y | -3.1% | +56.6% | -59.7% | -11.7% |
| 3Y | +199.3% | +24.2% | +175.0% | +170.5% |
| 5Y | +48.3% | +0.7% | +47.6% | +35.6% |
| All | +196.2% | +456.5% | -260.4% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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