+116.1%
PG vs WST
+344.2%
-228.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | +0.8% | -1.7% | +2.5% | +1.0% |
| 3M | -1.3% | +4.9% | -6.2% | -2.0% |
| 6M | -3.8% | +45.5% | -49.4% | -8.6% |
| YTD | +3.6% | +26.1% | -22.5% | +0.1% |
| 1Y | -5.7% | +31.7% | -37.4% | -9.7% |
| 3Y | +1.6% | -12.1% | +13.7% | +0.1% |
| 5Y | +14.6% | -23.6% | +38.2% | +14.4% |
| All | +116.1% | +344.2% | -228.0% | +47.1% |
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