-53.0%
PODD vs WST
-25.8%
-27.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.4% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | +0.8% | -4.6% | +5.4% | +1.9% |
| 3M | -6.1% | +5.7% | -11.8% | -7.5% |
| 6M | -40.0% | +37.6% | -77.5% | -44.9% |
| YTD | -49.9% | +23.0% | -73.0% | -52.8% |
| 1Y | -59.3% | +33.8% | -93.1% | -62.7% |
| 3Y | -17.2% | -13.4% | -3.9% | -18.6% |
| 5Y | -53.0% | -27.0% | -26.0% | -49.8% |
| All | -53.0% | -25.8% | -27.2% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling