+333.1%
SLV vs WST
+2,181.3%
-1,848.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.3% | +0.7% | -1.1% | -0.4% |
| 30D | +6.7% | -3.1% | +9.8% | +7.1% |
| 3M | -10.7% | +7.2% | -17.9% | -11.4% |
| 6M | -20.6% | +36.8% | -57.4% | -23.3% |
| YTD | -7.1% | +23.8% | -31.0% | -9.5% |
| 1Y | +62.0% | +37.8% | +24.2% | +56.0% |
| 3Y | +169.8% | -15.9% | +185.7% | +166.9% |
| 5Y | +161.5% | -25.8% | +187.3% | +157.6% |
| 10Y | +224.4% | +319.6% | -95.2% | +165.8% |
| All | +333.1% | +2,181.3% | -1,848.2% | +187.7% |
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