+46.2%
PFE vs WST
+446.4%
-400.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | +5.3% | +12.7% | -7.4% | +3.3% |
| 3M | +10.1% | +17.2% | -7.0% | +7.2% |
| 6M | +18.0% | +26.7% | -8.6% | +13.3% |
| YTD | +25.8% | +50.3% | -24.5% | +16.9% |
| 1Y | +28.4% | +50.2% | -21.8% | +19.3% |
| 3Y | +20.9% | +21.7% | -0.8% | +11.2% |
| 5Y | -21.5% | +2.0% | -23.6% | -26.1% |
| 10Y | +46.2% | +451.1% | -404.9% | -10.1% |
| All | +46.2% | +446.4% | -400.2% | -10.1% |
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