+15,843.1%
PSA vs WST
+14,518.0%
+1,325.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | +3.9% | -3.1% | +7.0% | +4.7% |
| 30D | +19.7% | +9.1% | +10.6% | +17.1% |
| 3M | +4.3% | +14.7% | -10.4% | +0.7% |
| 6M | +11.4% | +28.0% | -16.6% | +4.5% |
| YTD | +33.9% | +45.6% | -11.7% | +21.1% |
| 1Y | +28.3% | +45.7% | -17.4% | +15.9% |
| 3Y | +53.5% | +21.1% | +32.4% | +35.2% |
| 5Y | +30.6% | +0.3% | +30.3% | +17.9% |
| 10Y | +145.8% | +449.0% | -303.3% | +29.4% |
| All | +15,843.1% | +14,518.0% | +1,325.1% | +4,431.2% |
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