+3,280.3%
PEP vs WST
+14,250.0%
-10,969.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.8% |
| 7D | +6.7% | -5.8% | +12.5% | +7.6% |
| 30D | +13.5% | +5.3% | +8.2% | +12.6% |
| 3M | +3.9% | +11.8% | -7.9% | +2.0% |
| 6M | -6.0% | +26.7% | -32.7% | -9.6% |
| YTD | +2.5% | +43.0% | -40.5% | -3.8% |
| 1Y | +3.9% | +38.9% | -34.9% | -2.0% |
| 3Y | -4.7% | +18.2% | -22.8% | -11.8% |
| 5Y | +1.1% | -1.5% | +2.6% | -5.3% |
| 10Y | +83.8% | +439.0% | -355.1% | +25.4% |
| All | +3,280.3% | +14,250.0% | -10,969.8% | +1,286.2% |
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