+53.5%
PSA vs WST
+19.1%
+34.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +3.9% | -3.1% | +7.0% | +4.2% |
| 30D | +19.7% | +9.1% | +10.6% | +18.8% |
| 3M | +4.3% | +14.7% | -10.4% | +3.1% |
| 6M | +11.4% | +28.0% | -16.6% | +9.0% |
| YTD | +33.9% | +45.6% | -11.7% | +29.6% |
| 1Y | +28.3% | +45.7% | -17.4% | +24.1% |
| 3Y | +53.5% | +21.1% | +32.4% | +39.5% |
| All | +53.5% | +19.1% | +34.4% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling