+3,280.0%
PFE vs WST
+12,330.1%
-9,050.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | +12.7% | +7.2% | +5.5% | +10.9% |
| 6M | +10.5% | +36.8% | -26.3% | +3.0% |
| YTD | +20.2% | +23.8% | -3.7% | +14.2% |
| 1Y | +24.1% | +37.8% | -13.7% | +15.0% |
| 3Y | -3.6% | -15.9% | +12.3% | -5.9% |
| 5Y | -20.9% | -25.8% | +5.0% | -22.5% |
| 10Y | +35.8% | +319.6% | -283.8% | -14.1% |
| All | +3,280.0% | +12,330.1% | -9,050.2% | +1,038.8% |
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