+272.2%
PLD vs WST
+452.9%
-180.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -1.8% | +12.4% | -14.2% | -4.8% |
| 3M | -6.0% | +17.6% | -23.6% | -10.1% |
| 6M | -8.4% | +28.3% | -36.6% | -14.5% |
| YTD | +4.2% | +50.5% | -46.3% | -7.4% |
| 1Y | +6.2% | +49.4% | -43.2% | -5.6% |
| 3Y | +37.0% | +21.9% | +15.1% | +19.0% |
| 5Y | +1.2% | +0.4% | +0.8% | -8.4% |
| 10Y | +272.2% | +451.5% | -179.3% | +89.3% |
| All | +272.2% | +452.9% | -180.7% | +89.3% |
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