+83.0%
PL vs WST
+6.3%
+76.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.0% |
| 7D | -9.3% | +0.7% | -10.1% | -9.5% |
| 30D | -18.9% | -3.1% | -15.8% | -18.1% |
| 3M | -58.4% | +7.2% | -65.6% | -59.2% |
| 6M | -30.3% | +36.8% | -67.1% | -37.4% |
| YTD | -8.1% | +23.8% | -32.0% | -15.0% |
| 1Y | +180.5% | +37.8% | +142.7% | +149.8% |
| 3Y | +444.1% | -15.9% | +460.0% | +436.6% |
| 5Y | +83.0% | -25.8% | +108.9% | +84.3% |
| All | +83.0% | +6.3% | +76.8% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling