-21.6%
PINS vs WST
+274.8%
-296.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -3.4% | +4.9% | -8.2% | -4.9% |
| 30D | -14.5% | +10.7% | -25.2% | -17.4% |
| 3M | -16.5% | +16.8% | -33.3% | -21.0% |
| 6M | -7.0% | +32.0% | -39.0% | -15.7% |
| YTD | -26.1% | +49.9% | -76.1% | -36.6% |
| 1Y | -30.0% | +50.6% | -80.7% | -40.2% |
| 3Y | -38.5% | +21.4% | -59.9% | -49.8% |
| 5Y | -58.4% | -0.6% | -57.8% | -63.0% |
| All | -21.6% | +274.8% | -296.5% | -71.2% |
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