+1,643.3%
PLD vs WST
+6,660.6%
-5,017.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.8% | -0.6% |
| 7D | +0.4% | -5.8% | +6.2% | +2.7% |
| 30D | -0.1% | +5.3% | -5.4% | -2.2% |
| 3M | -7.9% | +11.8% | -19.8% | -12.1% |
| 6M | -7.0% | +26.7% | -33.7% | -15.7% |
| YTD | +3.1% | +43.0% | -39.9% | -12.0% |
| 1Y | +7.1% | +38.9% | -31.8% | -7.7% |
| 3Y | +32.9% | +18.2% | +14.7% | +8.3% |
| 5Y | +1.5% | -1.5% | +3.1% | -13.6% |
| 10Y | +245.9% | +439.0% | -193.1% | +23.7% |
| All | +1,643.3% | +6,660.6% | -5,017.3% | +171.3% |
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 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