-21.5%
PFE vs WST
-0.1%
-21.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -3.7% | -3.1% | -0.6% | -3.3% |
| 30D | +5.0% | +9.1% | -4.1% | +3.9% |
| 3M | +12.2% | +14.7% | -2.5% | +10.3% |
| 6M | +14.6% | +28.0% | -13.4% | +11.0% |
| YTD | +24.1% | +45.6% | -21.5% | +18.0% |
| 1Y | +26.6% | +45.7% | -19.1% | +20.2% |
| 3Y | +14.3% | +21.1% | -6.8% | +6.9% |
| All | -21.5% | -0.1% | -21.3% | -20.8% |
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 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