+60.2%
PPL vs WST
+441.1%
-380.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.8% |
| 7D | +0.4% | -3.1% | +3.5% | +0.8% |
| 30D | +5.4% | +9.1% | -3.6% | +4.2% |
| 3M | +4.3% | +14.7% | -10.4% | +2.3% |
| 6M | -1.3% | +28.0% | -29.3% | -4.8% |
| YTD | +4.7% | +45.6% | -41.0% | -1.1% |
| 1Y | +1.3% | +45.7% | -44.4% | -4.4% |
| 3Y | +57.2% | +21.1% | +36.1% | +46.1% |
| 5Y | +48.2% | +0.3% | +47.9% | +40.1% |
| All | +60.2% | +441.1% | -380.9% | +0.4% |
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