+239.3%
SLV vs WST
+2,582.9%
-2,343.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | +5.1% | -3.1% | +8.2% | +5.4% |
| 30D | -12.9% | +9.1% | -22.0% | -13.7% |
| 3M | -16.1% | +14.7% | -30.8% | -17.3% |
| 6M | -33.2% | +28.0% | -61.2% | -34.9% |
| YTD | -27.2% | +45.6% | -72.9% | -30.3% |
| 1Y | +7.6% | +45.7% | -38.0% | +3.1% |
| 3Y | +122.3% | +21.1% | +101.3% | +111.3% |
| 5Y | +109.7% | +0.3% | +109.4% | +100.3% |
| 10Y | +168.4% | +449.0% | -280.6% | +114.0% |
| All | +239.3% | +2,582.9% | -2,343.5% | +121.6% |
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