+8,390.6%
PWR vs WST
+6,165.6%
+2,225.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | -8.6% | -3.1% | -5.4% | -7.5% |
| 3M | -13.2% | +7.2% | -20.4% | -15.8% |
| 6M | +9.9% | +36.8% | -26.9% | -3.8% |
| YTD | +48.0% | +23.8% | +24.2% | +33.9% |
| 1Y | +66.2% | +37.8% | +28.4% | +43.1% |
| 3Y | +195.1% | -15.9% | +211.0% | +178.9% |
| 5Y | +442.6% | -25.8% | +468.4% | +420.7% |
| 10Y | +2,334.2% | +319.6% | +2,014.6% | +818.6% |
| All | +8,390.6% | +6,165.6% | +2,225.0% | +740.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling