+212.2%
PAAS vs WST
+452.9%
-240.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.2% | +1.1% | -6.2% | -5.4% |
| 30D | -13.9% | +12.4% | -26.3% | -15.8% |
| 3M | -23.8% | +17.6% | -41.3% | -26.1% |
| 6M | -36.4% | +28.3% | -64.7% | -39.5% |
| YTD | -23.4% | +50.5% | -73.9% | -29.6% |
| 1Y | +5.6% | +49.4% | -43.7% | -2.9% |
| 3Y | +209.7% | +21.9% | +187.8% | +181.2% |
| 5Y | +55.6% | +0.4% | +55.2% | +42.3% |
| 10Y | +212.2% | +451.5% | -239.3% | +111.5% |
| All | +212.2% | +452.9% | -240.6% | +111.5% |
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