+695.9%
PH vs WST
+456.5%
+239.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.3% |
| 7D | +4.3% | +4.2% | +0.1% | +3.3% |
| 30D | +0.1% | +11.2% | -11.1% | -2.3% |
| 3M | -9.4% | +20.4% | -29.7% | -13.4% |
| 6M | +8.8% | +37.9% | -29.1% | +0.4% |
| YTD | +9.6% | +51.8% | -42.2% | -1.7% |
| 1Y | +14.4% | +56.6% | -42.2% | +1.8% |
| 3Y | +134.5% | +24.2% | +110.3% | +105.6% |
| 5Y | +204.4% | +0.7% | +203.8% | +179.1% |
| All | +695.9% | +456.5% | +239.3% | +290.5% |
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