+1,588.2%
PLTR vs WST
+48.3%
+1,539.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.0% |
| 7D | -12.9% | -3.1% | -9.8% | -12.0% |
| 30D | -17.4% | +9.1% | -26.5% | -19.2% |
| 3M | +2.9% | +14.7% | -11.8% | -0.9% |
| 6M | +19.9% | +28.0% | -8.1% | +11.8% |
| YTD | -9.8% | +45.6% | -55.4% | -19.6% |
| 1Y | -8.4% | +45.7% | -54.0% | -18.4% |
| 3Y | +765.0% | +21.1% | +744.0% | +631.6% |
| 5Y | +516.8% | +0.3% | +516.5% | +442.4% |
| All | +1,588.2% | +48.3% | +1,539.9% | +1,462.8% |
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