+169.5%
PR vs WST
+397.7%
-228.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.4% |
| 3M | +16.9% | +7.2% | +9.7% | +15.9% |
| 6M | +28.2% | +36.8% | -8.6% | +23.5% |
| YTD | +69.3% | +23.8% | +45.5% | +64.7% |
| 1Y | +69.5% | +37.8% | +31.7% | +62.7% |
| 3Y | +81.7% | -15.9% | +97.6% | +78.6% |
| 5Y | +422.2% | -25.8% | +448.1% | +384.8% |
| 10Y | +110.4% | +319.6% | -209.2% | +78.9% |
| All | +169.5% | +397.7% | -228.2% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling