+23,761.0%
PH vs WST
+12,330.1%
+11,430.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | -3.2% | -3.1% | -0.1% | -2.3% |
| 3M | +10.6% | +7.2% | +3.4% | +7.9% |
| 6M | -2.1% | +36.8% | -38.9% | -12.0% |
| YTD | +10.2% | +23.8% | -13.7% | +1.8% |
| 1Y | +28.2% | +37.8% | -9.5% | +13.9% |
| 3Y | +134.9% | -15.9% | +150.8% | +125.0% |
| 5Y | +253.6% | -25.8% | +279.5% | +241.8% |
| 10Y | +804.7% | +319.6% | +485.1% | +343.7% |
| All | +23,761.0% | +12,330.1% | +11,430.9% | +4,108.2% |
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 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