+147.8%
PR vs WST
+474.6%
-326.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.9% | -4.4% |
| 7D | -16.5% | -5.8% | -10.7% | -16.0% |
| 30D | -4.5% | +5.3% | -9.8% | -5.0% |
| 3M | +8.5% | +11.8% | -3.3% | +7.3% |
| 6M | -3.3% | +26.7% | -30.0% | -5.9% |
| YTD | +55.7% | +43.0% | +12.7% | +49.2% |
| 1Y | +82.0% | +38.9% | +43.2% | +74.9% |
| 3Y | +62.5% | +18.2% | +44.3% | +53.7% |
| 5Y | +223.9% | -1.5% | +225.4% | +197.5% |
| 10Y | +64.2% | +439.0% | -374.7% | +38.9% |
| All | +147.8% | +474.6% | -326.8% | +107.6% |
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