+1,067.6%
PSX vs WST
+2,068.6%
-1,001.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -13.1% | -3.1% | -10.0% | -12.7% |
| 30D | -9.5% | +9.1% | -18.6% | -10.7% |
| 3M | +20.2% | +14.7% | +5.5% | +17.6% |
| 6M | +44.9% | +28.0% | +16.9% | +39.1% |
| YTD | +94.4% | +45.6% | +48.8% | +82.0% |
| 1Y | +83.1% | +45.7% | +37.4% | +71.3% |
| 3Y | +132.2% | +21.1% | +111.1% | +113.5% |
| 5Y | +278.8% | +0.3% | +278.5% | +253.0% |
| 10Y | +354.2% | +449.0% | -94.9% | +126.2% |
| All | +1,067.6% | +2,068.6% | -1,001.0% | +312.1% |
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