+336.1%
WST vs PSLV
+190.6%
+145.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.8% | -3.5% | +5.3% | +2.2% |
| 30D | -1.7% | -2.1% | +0.4% | -1.5% |
| 3M | +4.9% | -1.6% | +6.5% | +4.8% |
| 6M | +45.5% | -25.5% | +71.0% | +49.9% |
| YTD | +26.1% | -11.4% | +37.5% | +24.0% |
| 1Y | +31.7% | +48.6% | -16.9% | +18.2% |
| 3Y | -12.1% | +166.9% | -179.0% | -29.6% |
| 5Y | -23.6% | +152.4% | -176.0% | -39.2% |
| All | +336.1% | +190.6% | +145.5% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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