+354.9%
PWR vs WST
-0.1%
+355.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.9% |
| 7D | -12.9% | -3.1% | -9.8% | -12.2% |
| 30D | -22.8% | +9.1% | -31.9% | -24.0% |
| 3M | -19.0% | +14.7% | -33.7% | -21.1% |
| 6M | -31.1% | +28.0% | -59.1% | -34.5% |
| YTD | +28.3% | +45.6% | -17.4% | +18.3% |
| 1Y | +22.2% | +45.7% | -23.4% | +12.6% |
| 3Y | +222.2% | +21.1% | +201.1% | +190.8% |
| All | +354.9% | -0.1% | +355.1% | +341.0% |
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