+456.7%
PWR vs WST
-25.8%
+482.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | -4.9% | -4.6% | -0.3% | -4.0% |
| 3M | -7.9% | +5.7% | -13.6% | -9.0% |
| 6M | +18.3% | +37.6% | -19.2% | +10.7% |
| YTD | +51.5% | +23.0% | +28.5% | +44.5% |
| 1Y | +70.3% | +33.8% | +36.5% | +59.3% |
| 3Y | +210.6% | -13.4% | +224.0% | +206.7% |
| 5Y | +456.7% | -27.0% | +483.6% | +467.1% |
| All | +456.7% | -25.8% | +482.4% | +467.1% |
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 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