+232.4%
PM vs WST
+441.1%
-208.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | -5.2% | -3.1% | -2.1% | -4.9% |
| 30D | +2.7% | +9.1% | -6.4% | +1.7% |
| 3M | +6.1% | +14.7% | -8.6% | +4.5% |
| 6M | +18.0% | +28.0% | -10.0% | +14.6% |
| YTD | +26.6% | +45.6% | -19.1% | +20.9% |
| 1Y | +36.7% | +45.7% | -9.0% | +30.4% |
| 3Y | +146.0% | +21.1% | +124.9% | +132.3% |
| 5Y | +164.1% | +0.3% | +163.8% | +152.9% |
| All | +232.4% | +441.1% | -208.7% | +110.6% |
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