+236.5%
SLV vs WST
+2,668.4%
-2,431.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | +3.7% | +1.4% | +2.3% | +3.5% |
| 30D | -15.2% | +12.7% | -27.9% | -16.2% |
| 3M | -21.8% | +17.2% | -38.9% | -23.0% |
| 6M | -36.3% | +26.7% | -63.0% | -38.0% |
| YTD | -27.8% | +50.3% | -78.1% | -31.1% |
| 1Y | +1.5% | +50.2% | -48.7% | -3.0% |
| 3Y | +128.5% | +21.7% | +106.8% | +117.2% |
| 5Y | +103.2% | +2.0% | +101.2% | +93.8% |
| 10Y | +164.7% | +451.1% | -286.4% | +111.0% |
| All | +236.5% | +2,668.4% | -2,431.8% | +119.0% |
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