+177.3%
PBF vs WST
+35.8%
+141.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.3% |
| 7D | +2.4% | -0.3% | +2.6% | +2.4% |
| 30D | +24.9% | -4.6% | +29.5% | +25.2% |
| 3M | +81.9% | +5.7% | +76.2% | +81.0% |
| 6M | +79.4% | +37.6% | +41.8% | +70.7% |
| YTD | +188.3% | +23.0% | +165.3% | +188.2% |
| 1Y | +177.3% | +33.8% | +143.4% | +177.8% |
| All | +177.3% | +35.8% | +141.5% | +177.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling