+175.9%
SLV vs WST
+466.7%
-290.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +2.4% |
| 7D | +5.6% | +1.3% | +4.4% | +5.5% |
| 30D | -12.1% | +12.9% | -25.0% | -13.2% |
| 3M | -16.3% | +16.7% | -32.9% | -17.6% |
| 6M | -34.1% | +26.8% | -60.9% | -35.7% |
| YTD | -25.3% | +50.5% | -75.8% | -28.6% |
| 1Y | +9.6% | +52.9% | -43.3% | +4.6% |
| 3Y | +132.7% | +23.9% | +108.8% | +120.5% |
| 5Y | +113.7% | +1.0% | +112.6% | +102.8% |
| 10Y | +175.9% | +451.4% | -275.5% | +135.3% |
| All | +175.9% | +466.7% | -290.9% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling