+199.0%
PNC vs WST
+456.5%
-257.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +3.1% | +4.2% | -1.2% | +2.3% |
| 30D | +7.6% | +11.2% | -3.6% | +5.5% |
| 3M | -8.1% | +20.4% | -28.5% | -11.4% |
| 6M | +12.6% | +37.9% | -25.3% | +5.8% |
| YTD | +15.0% | +51.8% | -36.8% | +5.4% |
| 1Y | +30.4% | +56.6% | -26.2% | +18.8% |
| 3Y | +116.1% | +24.2% | +91.9% | +94.8% |
| 5Y | +37.5% | +0.7% | +36.8% | +26.7% |
| All | +199.0% | +456.5% | -257.6% | +56.4% |
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