+752.3%
PLTR vs WST
+24.3%
+728.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | +4.7% | +4.2% | +0.5% | +4.3% |
| 30D | -16.4% | +11.2% | -27.6% | -17.2% |
| 3M | -6.2% | +20.4% | -26.5% | -7.7% |
| 6M | +29.2% | +37.9% | -8.7% | +25.4% |
| YTD | -5.5% | +51.8% | -57.3% | -9.3% |
| 1Y | -2.4% | +56.6% | -59.0% | -6.7% |
| 3Y | +752.3% | +24.2% | +728.1% | +637.5% |
| All | +752.3% | +24.3% | +728.0% | +637.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling