+65.2%
PR vs WST
+441.1%
-376.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.7% |
| 7D | -16.4% | -3.1% | -13.3% | -16.1% |
| 30D | -1.9% | +9.1% | -11.0% | -2.8% |
| 3M | +8.0% | +14.7% | -6.7% | +6.4% |
| 6M | +4.1% | +28.0% | -23.9% | +1.2% |
| YTD | +58.7% | +45.6% | +13.0% | +51.5% |
| 1Y | +75.8% | +45.7% | +30.2% | +67.8% |
| 3Y | +73.2% | +21.1% | +52.1% | +63.1% |
| 5Y | +230.1% | +0.3% | +229.8% | +201.7% |
| All | +65.2% | +441.1% | -376.0% | +46.7% |
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