+165.8%
PM vs WST
-0.1%
+166.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | -5.2% | -3.1% | -2.1% | -5.1% |
| 30D | +2.7% | +9.1% | -6.4% | +2.2% |
| 3M | +5.2% | +14.7% | -9.5% | +4.5% |
| 6M | +17.0% | +28.0% | -11.0% | +15.4% |
| YTD | +25.5% | +45.6% | -20.1% | +22.7% |
| 1Y | +35.5% | +45.7% | -10.1% | +32.4% |
| 3Y | +143.9% | +21.1% | +122.8% | +137.3% |
| All | +165.8% | -0.1% | +166.0% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling