-0.4%
PL vs WST
+47.3%
-47.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.5% |
| 7D | -11.7% | +1.3% | -13.0% | -12.0% |
| 30D | -27.1% | +8.5% | -35.6% | -28.4% |
| 3M | -44.6% | +17.2% | -61.8% | -46.7% |
| 6M | -67.2% | +36.3% | -103.4% | -69.0% |
| YTD | -35.9% | +48.9% | -84.8% | -38.2% |
| 1Y | -0.4% | +42.9% | -43.3% | -3.9% |
| All | -0.4% | +47.3% | -47.7% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling