+415.3%
PR vs WST
-25.7%
+440.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +18.0% | -3.1% | +21.2% | +18.6% |
| 3M | +16.9% | +7.2% | +9.7% | +15.3% |
| 6M | +28.2% | +36.8% | -8.6% | +20.9% |
| YTD | +69.3% | +23.8% | +45.5% | +62.1% |
| 1Y | +69.5% | +37.8% | +31.7% | +58.7% |
| 3Y | +81.7% | -15.9% | +97.6% | +79.7% |
| All | +415.3% | -25.7% | +440.9% | +323.0% |
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