+1,573.8%
PBR vs WST
+8,645.2%
-7,071.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +8.6% | +0.7% | +7.8% | +8.3% |
| 30D | +12.8% | -3.1% | +15.9% | +13.9% |
| 3M | +14.7% | +7.2% | +7.5% | +11.6% |
| 6M | +25.2% | +36.8% | -11.6% | +11.5% |
| YTD | +77.1% | +23.8% | +53.3% | +62.2% |
| 1Y | +69.6% | +37.8% | +31.8% | +48.6% |
| 3Y | +95.6% | -15.9% | +111.5% | +84.3% |
| 5Y | +501.8% | -25.8% | +527.6% | +465.0% |
| 10Y | +640.6% | +319.6% | +321.0% | +178.3% |
| All | +1,573.8% | +8,645.2% | -7,071.4% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling