-4.4%
PEP vs WST
+23.3%
-27.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +1.1% | +1.1% | 0.0% | +1.0% |
| 30D | +13.6% | +12.4% | +1.2% | +13.0% |
| 3M | +5.1% | +17.6% | -12.5% | +4.3% |
| 6M | -1.6% | +28.3% | -29.9% | -2.7% |
| YTD | +3.3% | +50.5% | -47.2% | +1.3% |
| 1Y | +3.2% | +49.4% | -46.2% | +1.2% |
| All | -4.4% | +23.3% | -27.7% | -9.7% |
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