+236.1%
PODD vs WST
+325.7%
-89.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.0% |
| 7D | -6.9% | -1.7% | -5.2% | -6.4% |
| 30D | -3.5% | -4.3% | +0.9% | -2.0% |
| 3M | -13.6% | +0.7% | -14.3% | -14.1% |
| 6M | -42.6% | +36.0% | -78.6% | -48.9% |
| YTD | -51.5% | +22.7% | -74.2% | -55.3% |
| 1Y | -60.9% | +34.1% | -95.0% | -65.5% |
| 3Y | -19.8% | -13.6% | -6.2% | -23.5% |
| 5Y | -54.4% | -26.0% | -28.4% | -54.0% |
| 10Y | +236.1% | +335.8% | -99.7% | +39.3% |
| All | +236.1% | +325.7% | -89.6% | +39.3% |
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 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