+420.4%
PBF vs WST
+1.0%
+419.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.3% |
| 7D | +6.5% | +4.2% | +2.2% | +5.8% |
| 30D | -20.0% | +11.2% | -31.2% | -21.2% |
| 3M | -3.3% | +20.4% | -23.7% | -5.9% |
| 6M | +76.8% | +37.9% | +38.9% | +68.2% |
| YTD | +168.9% | +51.8% | +117.1% | +150.8% |
| 1Y | +96.4% | +56.6% | +39.7% | +82.0% |
| 3Y | +77.2% | +24.2% | +53.0% | +66.5% |
| All | +420.4% | +1.0% | +419.5% | +335.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling