+14,023.4%
PSA vs WST
+12,330.1%
+1,693.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | -7.7% | -3.1% | -4.6% | -7.1% |
| 3M | -0.6% | +7.2% | -7.8% | -2.5% |
| 6M | -0.9% | +36.8% | -37.7% | -8.7% |
| YTD | +18.7% | +23.8% | -5.2% | +11.7% |
| 1Y | +7.6% | +37.8% | -30.1% | -1.7% |
| 3Y | +23.7% | -15.9% | +39.6% | +19.9% |
| 5Y | +13.7% | -25.8% | +39.5% | +11.0% |
| 10Y | +98.9% | +319.6% | -220.7% | +12.4% |
| All | +14,023.4% | +12,330.1% | +1,693.3% | +4,080.8% |
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