+575.8%
PBR vs WST
+456.5%
+119.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | -1.0% | +4.2% | -5.2% | -1.5% |
| 30D | -29.3% | +11.2% | -40.5% | -30.2% |
| 3M | +5.5% | +20.4% | -14.9% | +3.2% |
| 6M | -2.9% | +37.9% | -40.8% | -6.8% |
| YTD | +61.5% | +51.8% | +9.7% | +52.6% |
| 1Y | +46.9% | +56.6% | -9.8% | +38.2% |
| 3Y | +66.4% | +24.2% | +42.2% | +55.1% |
| 5Y | +460.3% | +0.7% | +459.6% | +443.8% |
| All | +575.8% | +456.5% | +119.2% | +298.5% |
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