+835.7%
PM vs WST
+2,230.4%
-1,394.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | -5.2% | -3.1% | -2.1% | -4.7% |
| 30D | +2.7% | +9.1% | -6.4% | +1.0% |
| 3M | +5.2% | +14.7% | -9.5% | +2.5% |
| 6M | +17.0% | +28.0% | -11.0% | +11.4% |
| YTD | +25.5% | +45.6% | -20.1% | +16.0% |
| 1Y | +35.5% | +45.7% | -10.1% | +25.2% |
| 3Y | +143.9% | +21.1% | +122.8% | +120.5% |
| 5Y | +161.8% | +0.3% | +161.5% | +140.9% |
| 10Y | +235.9% | +449.0% | -213.1% | +73.2% |
| All | +835.7% | +2,230.4% | -1,394.7% | +173.3% |
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