+4,692.5%
PG vs WST
+15,134.9%
-10,442.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.9% |
| 7D | +2.7% | +4.2% | -1.6% | +2.1% |
| 30D | +9.2% | +11.2% | -2.0% | +7.6% |
| 3M | +18.5% | +20.4% | -1.9% | +15.5% |
| 6M | +21.1% | +37.9% | -16.8% | +15.7% |
| YTD | +21.9% | +51.8% | -29.9% | +14.6% |
| 1Y | +18.1% | +56.6% | -38.5% | +10.5% |
| 3Y | +20.6% | +24.2% | -3.7% | +12.1% |
| 5Y | +31.8% | +0.7% | +31.1% | +24.3% |
| 10Y | +166.5% | +456.3% | -289.8% | +90.6% |
| All | +4,692.5% | +15,134.9% | -10,442.4% | +2,258.9% |
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