+277.8%
PSX vs WST
-0.1%
+277.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -13.1% | -3.1% | -10.0% | -12.9% |
| 30D | -9.5% | +9.1% | -18.6% | -10.1% |
| 3M | +20.2% | +14.7% | +5.5% | +19.0% |
| 6M | +44.9% | +28.0% | +16.9% | +42.3% |
| YTD | +94.4% | +45.6% | +48.8% | +88.6% |
| 1Y | +83.1% | +45.7% | +37.4% | +77.6% |
| 3Y | +132.2% | +21.1% | +111.1% | +122.1% |
| All | +277.8% | -0.1% | +277.9% | +234.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling