+72.9%
PBR vs WST
+47.3%
+25.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.4% | -7.4% | -7.0% |
| 7D | -11.0% | +1.3% | -12.3% | -11.0% |
| 30D | -18.8% | +8.5% | -27.3% | -18.8% |
| 3M | +7.8% | +17.2% | -9.4% | +8.0% |
| 6M | -7.6% | +36.3% | -43.9% | -6.9% |
| YTD | +72.7% | +48.9% | +23.7% | +74.1% |
| 1Y | +72.9% | +42.9% | +30.0% | +74.2% |
| All | +72.9% | +47.3% | +25.6% | +74.2% |
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