+128.3%
SLV vs WST
+23.3%
+105.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | +1.1% | -2.1% | -1.2% |
| 30D | -14.2% | +12.4% | -26.6% | -14.8% |
| 3M | -20.3% | +17.6% | -37.9% | -21.1% |
| 6M | -40.2% | +28.3% | -68.5% | -41.2% |
| YTD | -27.6% | +50.5% | -78.1% | -29.7% |
| 1Y | +0.4% | +49.4% | -49.0% | -2.5% |
| All | +128.3% | +23.3% | +105.1% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling