+747.9%
PH vs WST
+441.1%
+306.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.4% |
| 7D | +2.0% | -3.1% | +5.1% | +2.7% |
| 30D | -3.7% | +9.1% | -12.8% | -5.6% |
| 3M | -14.0% | +14.7% | -28.7% | -16.9% |
| 6M | +2.1% | +28.0% | -25.9% | -4.1% |
| YTD | +5.1% | +45.6% | -40.6% | -4.9% |
| 1Y | +10.9% | +45.7% | -34.7% | +0.4% |
| 3Y | +132.9% | +21.1% | +111.9% | +105.0% |
| 5Y | +200.1% | +0.3% | +199.8% | +173.7% |
| All | +747.9% | +441.1% | +306.8% | +326.2% |
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