+339.6%
PODD vs WST
+456.5%
-117.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.7% |
| 7D | +4.1% | +4.2% | -0.1% | +2.6% |
| 30D | +13.9% | +11.2% | +2.6% | +9.8% |
| 3M | +4.1% | +20.4% | -16.2% | -2.3% |
| 6M | +2.4% | +37.9% | -35.4% | -8.5% |
| YTD | -46.4% | +51.8% | -98.2% | -54.1% |
| 1Y | -54.2% | +56.6% | -110.8% | -61.3% |
| 3Y | -6.9% | +24.2% | -31.1% | -23.4% |
| 5Y | -51.6% | +0.7% | -52.2% | -56.6% |
| All | +339.6% | +456.5% | -117.0% | +42.9% |
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 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