+150.0%
PM vs WST
+24.3%
+125.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +1.1% |
| 7D | +0.5% | +4.2% | -3.7% | +0.4% |
| 30D | -3.2% | +11.2% | -14.4% | -3.5% |
| 3M | +6.2% | +20.4% | -14.1% | +5.7% |
| 6M | +7.7% | +37.9% | -30.2% | +6.8% |
| YTD | +27.3% | +51.8% | -24.5% | +25.7% |
| 1Y | +32.8% | +56.6% | -23.8% | +31.0% |
| 3Y | +150.0% | +24.2% | +125.8% | +143.2% |
| All | +150.0% | +24.3% | +125.7% | +143.2% |
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