+222.2%
PWR vs WST
+19.1%
+203.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +6.0% |
| 7D | -12.9% | -3.1% | -9.8% | -12.5% |
| 30D | -22.8% | +9.1% | -31.9% | -23.5% |
| 3M | -19.0% | +14.7% | -33.7% | -20.3% |
| 6M | -31.1% | +28.0% | -59.1% | -33.1% |
| YTD | +28.3% | +45.6% | -17.4% | +22.2% |
| 1Y | +22.2% | +45.7% | -23.4% | +16.4% |
| 3Y | +222.2% | +21.1% | +201.1% | +185.6% |
| All | +222.2% | +19.1% | +203.1% | +185.6% |
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