+26.8%
PL vs WST
+25.0%
+1.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.9% | +8.5% | +9.8% |
| 7D | -6.8% | -3.1% | -3.7% | -5.7% |
| 30D | -29.3% | +9.1% | -38.4% | -31.1% |
| 3M | -44.8% | +14.7% | -59.5% | -47.1% |
| 6M | -68.4% | +28.0% | -96.4% | -70.8% |
| YTD | -36.4% | +45.6% | -82.0% | -44.1% |
| 1Y | +0.7% | +45.7% | -44.9% | -11.6% |
| 3Y | +455.3% | +21.1% | +434.2% | +373.4% |
| 5Y | +22.7% | +0.3% | +22.4% | +17.5% |
| All | +26.8% | +25.0% | +1.8% | +21.8% |
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