+99.9%
PBR vs WST
-15.5%
+115.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | +2.5% | -0.3% | +2.7% | +2.5% |
| 30D | +19.4% | -4.6% | +24.0% | +19.5% |
| 3M | +20.8% | +5.7% | +15.1% | +20.5% |
| 6M | +23.5% | +37.6% | -14.1% | +22.0% |
| YTD | +83.4% | +23.0% | +60.4% | +81.9% |
| 1Y | +77.6% | +33.8% | +43.7% | +75.4% |
| 3Y | +99.9% | -13.4% | +113.2% | +98.5% |
| All | +99.9% | -15.5% | +115.4% | +98.5% |
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