+4.0%
PEP vs WST
+1.5%
+2.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | +5.1% | +17.6% | -12.5% | +3.7% |
| 6M | -1.6% | +28.3% | -29.9% | -3.6% |
| YTD | +3.3% | +50.5% | -47.2% | -0.2% |
| 1Y | +3.2% | +49.4% | -46.2% | -0.3% |
| 3Y | -3.9% | +21.9% | -25.8% | -8.0% |
| 5Y | +4.0% | +0.4% | +3.7% | +0.7% |
| All | +4.0% | +1.5% | +2.5% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling