+3,391.6%
PFE vs WST
+14,518.0%
-11,126.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -3.7% | -3.1% | -0.6% | -3.1% |
| 30D | +5.0% | +9.1% | -4.1% | +3.1% |
| 3M | +12.2% | +14.7% | -2.5% | +9.0% |
| 6M | +14.6% | +28.0% | -13.4% | +8.6% |
| YTD | +24.1% | +45.6% | -21.5% | +14.0% |
| 1Y | +26.6% | +45.7% | -19.1% | +16.2% |
| 3Y | +14.3% | +21.1% | -6.8% | +3.1% |
| 5Y | -21.9% | +0.3% | -22.2% | -28.2% |
| 10Y | +62.6% | +449.0% | -386.4% | -2.8% |
| All | +3,391.6% | +14,518.0% | -11,126.4% | +1,037.3% |
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