+336.1%
WST vs PTEN
-15.6%
+351.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +1.8% | +3.5% | -1.6% | +1.7% |
| 30D | -1.7% | +17.5% | -19.3% | -2.6% |
| 3M | +4.9% | +12.7% | -7.8% | +4.0% |
| 6M | +45.5% | +33.1% | +12.4% | +42.7% |
| YTD | +26.1% | +116.4% | -90.3% | +20.3% |
| 1Y | +31.7% | +141.2% | -109.5% | +24.9% |
| 3Y | -12.1% | -3.8% | -8.3% | -14.0% |
| 5Y | -23.6% | +92.7% | -116.3% | -28.3% |
| All | +336.1% | -15.6% | +351.7% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling