+1,269.9%
PAAS vs WST
+7,313.4%
-6,043.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +6.8% | -3.1% | +9.9% | +7.4% |
| 3M | -2.9% | +7.2% | -10.1% | -4.0% |
| 6M | -16.4% | +36.8% | -53.2% | -20.7% |
| YTD | 0.0% | +23.8% | -23.8% | -3.7% |
| 1Y | +54.3% | +37.8% | +16.6% | +45.5% |
| 3Y | +230.7% | -15.9% | +246.6% | +225.3% |
| 5Y | +111.6% | -25.8% | +137.5% | +107.9% |
| 10Y | +211.7% | +319.6% | -107.9% | +138.4% |
| All | +1,269.9% | +7,313.4% | -6,043.5% | +867.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling