+223.9%
PR vs WST
-7.2%
+231.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.9% | -4.2% |
| 7D | -16.5% | -5.8% | -10.7% | -15.7% |
| 30D | -4.5% | +5.3% | -9.8% | -5.4% |
| 3M | +8.5% | +11.8% | -3.3% | +6.4% |
| 6M | -3.3% | +26.7% | -30.0% | -7.6% |
| YTD | +55.7% | +43.0% | +12.7% | +44.8% |
| 1Y | +82.0% | +38.9% | +43.2% | +70.1% |
| 3Y | +62.5% | +18.2% | +44.3% | +46.3% |
| 5Y | +223.9% | -1.5% | +225.4% | +175.0% |
| All | +223.9% | -7.2% | +231.2% | +175.0% |
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