+1,747.8%
PLD vs WST
+5,756.1%
-4,008.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -2.4% | -3.1% | +0.7% | -1.3% |
| 3M | -3.8% | +7.2% | -11.0% | -6.7% |
| 6M | 0.0% | +36.8% | -36.8% | -12.5% |
| YTD | +9.2% | +23.8% | -14.6% | -1.2% |
| 1Y | +25.9% | +37.8% | -11.9% | +8.2% |
| 3Y | +21.3% | -15.9% | +37.2% | +14.3% |
| 5Y | +14.1% | -25.8% | +40.0% | +9.4% |
| 10Y | +237.9% | +319.6% | -81.7% | +34.2% |
| All | +1,747.8% | +5,756.1% | -4,008.2% | +204.6% |
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