+35.8%
PFE vs WST
+321.8%
-286.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +1.8% | +0.7% | +1.0% | +1.6% |
| 30D | +10.2% | -3.1% | +13.4% | +10.8% |
| 3M | +12.7% | +7.2% | +5.5% | +11.3% |
| 6M | +10.5% | +36.8% | -26.3% | +4.5% |
| YTD | +20.2% | +23.8% | -3.7% | +15.3% |
| 1Y | +24.1% | +37.8% | -13.7% | +16.8% |
| 3Y | -3.6% | -15.9% | +12.3% | -5.0% |
| 5Y | -20.9% | -25.8% | +5.0% | -20.8% |
| All | +35.8% | +321.8% | -286.0% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling