+75.0%
PEP vs WST
+322.7%
-247.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | +0.2% | -3.1% | +3.4% | +0.7% |
| 3M | -1.1% | +7.2% | -8.3% | -2.3% |
| 6M | -13.5% | +36.8% | -50.3% | -17.8% |
| YTD | -1.2% | +23.8% | -25.0% | -4.8% |
| 1Y | -1.6% | +37.8% | -39.3% | -7.1% |
| 3Y | -12.5% | -15.9% | +3.4% | -13.4% |
| 5Y | +3.0% | -25.8% | +28.9% | +3.8% |
| All | +75.0% | +322.7% | -247.7% | +9.8% |
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