+3.3%
PEP vs WST
-2.0%
+5.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.5% |
| 7D | +6.7% | -5.8% | +12.5% | +7.2% |
| 30D | +13.5% | +5.3% | +8.2% | +13.0% |
| 3M | +3.9% | +11.8% | -7.9% | +3.0% |
| 6M | -6.0% | +26.7% | -32.7% | -7.8% |
| YTD | +2.5% | +43.0% | -40.5% | -0.7% |
| 1Y | +3.9% | +38.9% | -34.9% | +0.9% |
| 3Y | -4.7% | +18.2% | -22.8% | -8.6% |
| All | +3.3% | -2.0% | +5.3% | +0.5% |
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