+3,159.9%
PEP vs WST
+12,330.1%
-9,170.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.0% |
| YTD | -1.2% | +23.8% | -25.0% | -5.0% |
| 1Y | -1.6% | +37.8% | -39.3% | -7.3% |
| 3Y | -12.5% | -15.9% | +3.4% | -14.2% |
| 5Y | +3.0% | -25.8% | +28.9% | +1.3% |
| 10Y | +73.9% | +319.6% | -245.7% | +23.3% |
| All | +3,159.9% | +12,330.1% | -9,170.2% | +1,268.3% |
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