+1,420.7%
PBR vs WST
+10,512.2%
-9,091.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -13.3% | +1.4% | -14.6% | -13.7% |
| 30D | -27.7% | +12.7% | -40.5% | -30.6% |
| 3M | +2.7% | +17.2% | -14.5% | -2.6% |
| 6M | -6.7% | +26.7% | -33.4% | -14.1% |
| YTD | +60.9% | +50.3% | +10.7% | +38.2% |
| 1Y | +46.6% | +50.2% | -3.6% | +25.7% |
| 3Y | +69.1% | +21.7% | +47.3% | +39.7% |
| 5Y | +469.6% | +2.0% | +467.6% | +377.4% |
| 10Y | +523.4% | +451.1% | +72.3% | +111.3% |
| All | +1,420.7% | +10,512.2% | -9,091.5% | +21.9% |
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