+14.8%
PL vs WST
+22.7%
-7.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.0% | -6.1% | -8.8% |
| 7D | -20.5% | -5.8% | -14.7% | -18.9% |
| 30D | -38.8% | +5.3% | -44.1% | -39.7% |
| 3M | -49.1% | +11.8% | -60.9% | -50.9% |
| 6M | -69.4% | +26.7% | -96.1% | -71.6% |
| YTD | -42.3% | +43.0% | -85.3% | -49.1% |
| 1Y | -14.2% | +38.9% | -53.0% | -23.5% |
| 3Y | +398.7% | +18.2% | +380.5% | +328.7% |
| 5Y | +11.1% | -1.5% | +12.7% | +7.0% |
| All | +14.8% | +22.7% | -7.8% | +10.9% |
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 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