+1,735.1%
PLTR vs WST
+26.1%
+1,709.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.3% |
| 7D | -6.4% | +0.7% | -7.2% | -6.6% |
| 30D | +10.0% | -3.1% | +13.2% | +11.0% |
| 3M | +23.0% | +7.2% | +15.8% | +20.4% |
| 6M | +13.8% | +36.8% | -23.0% | +3.3% |
| YTD | -1.9% | +23.8% | -25.8% | -8.7% |
| 1Y | +11.6% | +37.8% | -26.1% | +0.2% |
| 3Y | +1,048.4% | -15.9% | +1,064.3% | +1,035.8% |
| 5Y | +554.4% | -25.8% | +580.2% | +498.3% |
| All | +1,735.1% | +26.1% | +1,709.0% | +1,674.8% |
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 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