+204.5%
PH vs WST
-0.5%
+205.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | +7.4% | +4.9% | +2.5% | +6.5% |
| 30D | +0.5% | +10.7% | -10.2% | -1.2% |
| 3M | -10.2% | +16.8% | -27.1% | -12.6% |
| 6M | +8.9% | +32.0% | -23.1% | +3.7% |
| YTD | +9.7% | +49.9% | -40.3% | +1.7% |
| 1Y | +12.8% | +50.6% | -37.8% | +4.5% |
| 3Y | +134.6% | +21.4% | +113.2% | +114.1% |
| 5Y | +204.5% | -0.6% | +205.1% | +183.8% |
| All | +204.5% | -0.5% | +205.0% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling