+200.1%
PWR vs WST
-15.6%
+215.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +3.6% | +0.7% | +2.9% | +3.5% |
| 30D | -8.6% | -3.1% | -5.4% | -8.2% |
| 3M | -13.2% | +7.2% | -20.4% | -14.0% |
| 6M | +9.9% | +36.8% | -26.9% | +5.3% |
| YTD | +48.0% | +23.8% | +24.2% | +43.3% |
| 1Y | +66.2% | +37.8% | +28.4% | +58.6% |
| All | +200.1% | -15.6% | +215.8% | +207.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling