+455.3%
PL vs WST
+19.1%
+436.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.9% | +8.5% | +9.9% |
| 7D | -6.8% | -3.1% | -3.7% | -6.0% |
| 30D | -29.3% | +9.1% | -38.4% | -30.7% |
| 3M | -44.8% | +14.7% | -59.5% | -46.5% |
| 6M | -68.4% | +28.0% | -96.4% | -70.2% |
| YTD | -36.4% | +45.6% | -82.0% | -42.1% |
| 1Y | +0.7% | +45.7% | -44.9% | -8.4% |
| 3Y | +455.3% | +21.1% | +434.2% | +358.9% |
| All | +455.3% | +19.1% | +436.2% | +358.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling