+39.5%
PL vs WST
+30.2%
+9.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -1.1% |
| 7D | +10.0% | +4.2% | +5.8% | +8.7% |
| 30D | -2.3% | +11.2% | -13.5% | -5.3% |
| 3M | -44.2% | +20.4% | -64.6% | -47.4% |
| 6M | -66.1% | +37.9% | -104.0% | -69.4% |
| YTD | -30.0% | +51.8% | -81.8% | -39.3% |
| 1Y | +21.0% | +56.6% | -35.6% | +3.8% |
| 3Y | +516.5% | +24.2% | +492.3% | +423.6% |
| 5Y | +32.0% | +0.7% | +31.4% | +24.9% |
| All | +39.5% | +30.2% | +9.3% | +32.4% |
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