+64.4%
PPL vs WST
+466.7%
-402.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.7% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | +4.2% | +12.9% | -8.6% | +2.5% |
| 3M | +1.5% | +16.7% | -15.2% | -0.7% |
| 6M | +1.0% | +26.8% | -25.8% | -2.3% |
| YTD | +4.4% | +50.5% | -46.1% | -1.8% |
| 1Y | +0.8% | +52.9% | -52.1% | -5.5% |
| 3Y | +56.5% | +23.9% | +32.6% | +45.1% |
| 5Y | +47.7% | +1.0% | +46.6% | +39.8% |
| 10Y | +64.4% | +451.4% | -387.0% | +3.4% |
| All | +64.4% | +466.7% | -402.3% | +3.4% |
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