+69.1%
PBR vs WST
+23.5%
+45.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -13.3% | +1.4% | -14.6% | -13.3% |
| 30D | -27.7% | +12.7% | -40.5% | -28.1% |
| 3M | +2.7% | +17.2% | -14.5% | +2.1% |
| 6M | -6.7% | +26.7% | -33.4% | -7.5% |
| YTD | +60.9% | +50.3% | +10.7% | +58.6% |
| 1Y | +46.6% | +50.2% | -3.6% | +44.5% |
| 3Y | +69.1% | +21.7% | +47.3% | +59.5% |
| All | +69.1% | +23.5% | +45.6% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling