+792.3%
PH vs WST
+321.8%
+470.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | -10.8% | -4.6% | -6.2% | -9.8% |
| 3M | +8.5% | +5.7% | +2.8% | +6.8% |
| 6M | +3.9% | +37.6% | -33.6% | -4.3% |
| YTD | +9.4% | +23.0% | -13.6% | +3.2% |
| 1Y | +26.8% | +33.8% | -7.0% | +16.6% |
| 3Y | +140.8% | -13.4% | +154.2% | +133.5% |
| 5Y | +253.8% | -27.0% | +280.7% | +254.4% |
| 10Y | +792.3% | +324.5% | +467.8% | +343.3% |
| All | +792.3% | +321.8% | +470.5% | +343.3% |
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 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