+267.4%
PLD vs WST
+446.4%
-179.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | +0.5% | +12.7% | -12.2% | -2.6% |
| 3M | -5.5% | +17.2% | -22.7% | -9.4% |
| 6M | -8.3% | +26.7% | -35.0% | -14.2% |
| YTD | +4.3% | +50.3% | -46.0% | -7.3% |
| 1Y | +7.4% | +50.2% | -42.8% | -4.6% |
| 3Y | +37.1% | +21.7% | +15.3% | +19.1% |
| 5Y | +1.3% | +2.0% | -0.7% | -8.9% |
| 10Y | +267.4% | +451.1% | -183.7% | +86.2% |
| All | +267.4% | +446.4% | -179.0% | +86.2% |
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 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