+1,865.8%
PWR vs WST
+466.7%
+1,399.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.3% | +6.0% | +8.5% |
| 7D | -4.8% | +1.3% | -6.1% | -4.9% |
| 30D | -16.2% | +12.9% | -29.1% | -18.5% |
| 3M | -11.9% | +16.7% | -28.6% | -15.2% |
| 6M | -20.6% | +26.8% | -47.4% | -25.2% |
| YTD | +40.3% | +50.5% | -10.2% | +25.9% |
| 1Y | +33.0% | +52.9% | -19.9% | +18.8% |
| 3Y | +250.0% | +23.9% | +226.1% | +208.0% |
| 5Y | +404.2% | +1.0% | +403.1% | +364.7% |
| 10Y | +1,865.8% | +451.4% | +1,414.4% | +870.1% |
| All | +1,865.8% | +466.7% | +1,399.1% | +870.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling