-22.3%
PINS vs WST
+264.1%
-286.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -4.8% |
| 7D | -2.1% | -3.1% | +1.0% | -1.0% |
| 30D | -6.6% | +9.1% | -15.7% | -9.4% |
| 3M | -18.7% | +14.7% | -33.4% | -22.6% |
| 6M | -10.4% | +28.0% | -38.4% | -18.0% |
| YTD | -26.8% | +45.6% | -72.4% | -36.5% |
| 1Y | -27.9% | +45.7% | -73.5% | -37.6% |
| 3Y | -38.7% | +21.1% | -59.8% | -50.3% |
| 5Y | -59.0% | +0.3% | -59.3% | -64.1% |
| All | -22.3% | +264.1% | -286.4% | -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