+763.1%
PM vs WST
+1,881.6%
-1,118.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.8% |
| 7D | -4.9% | +0.7% | -5.6% | -5.0% |
| 30D | -3.4% | -3.1% | -0.2% | -2.8% |
| 3M | +5.2% | +7.2% | -2.0% | +3.6% |
| 6M | +3.7% | +36.8% | -33.1% | -2.8% |
| YTD | +15.8% | +23.8% | -8.1% | +10.3% |
| 1Y | +17.4% | +37.8% | -20.4% | +9.2% |
| 3Y | +116.9% | -15.9% | +132.8% | +112.6% |
| 5Y | +117.3% | -25.8% | +143.1% | +114.3% |
| 10Y | +193.8% | +319.6% | -125.8% | +61.5% |
| All | +763.1% | +1,881.6% | -1,118.5% | +159.9% |
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