+3,449.8%
PFE vs WST
+14,250.0%
-10,800.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.1% |
| 7D | -0.2% | -5.8% | +5.6% | +1.0% |
| 30D | +8.7% | +5.3% | +3.3% | +7.5% |
| 3M | +15.8% | +11.8% | +4.0% | +13.1% |
| 6M | +16.8% | +26.7% | -9.9% | +11.0% |
| YTD | +26.2% | +43.0% | -16.8% | +16.4% |
| 1Y | +29.9% | +38.9% | -8.9% | +20.5% |
| 3Y | +15.9% | +18.2% | -2.2% | +5.1% |
| 5Y | -20.6% | -1.5% | -19.1% | -26.8% |
| 10Y | +65.4% | +439.0% | -373.6% | -0.8% |
| All | +3,449.8% | +14,250.0% | -10,800.2% | +1,060.8% |
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 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