+268.2%
PM vs WST
+449.7%
-181.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -2.4% | +4.9% | -7.3% | -2.9% |
| 30D | -1.3% | +10.7% | -12.0% | -2.4% |
| 3M | +6.5% | +16.8% | -10.3% | +4.7% |
| 6M | +7.0% | +32.0% | -25.0% | +3.6% |
| YTD | +25.8% | +49.9% | -24.1% | +19.7% |
| 1Y | +30.9% | +50.6% | -19.7% | +24.5% |
| 3Y | +148.0% | +21.4% | +126.5% | +134.6% |
| 5Y | +161.2% | -0.6% | +161.8% | +151.6% |
| All | +268.2% | +449.7% | -181.5% | +141.0% |
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