+257.2%
PLD vs WST
+456.5%
-199.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.2% |
| 7D | +1.3% | +4.2% | -2.9% | +0.3% |
| 30D | -1.4% | +11.2% | -12.6% | -4.1% |
| 3M | -8.2% | +20.4% | -28.5% | -12.6% |
| 6M | -8.0% | +37.9% | -45.9% | -15.7% |
| YTD | +3.2% | +51.8% | -48.6% | -8.6% |
| 1Y | +7.0% | +56.6% | -49.6% | -6.0% |
| 3Y | +38.3% | +24.2% | +14.1% | +19.4% |
| 5Y | +0.2% | +0.7% | -0.5% | -9.3% |
| All | +257.2% | +456.5% | -199.3% | +78.7% |
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