-12.1%
WST vs PSLV
+165.9%
-177.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +1.8% | -3.5% | +5.3% | +2.1% |
| 30D | -1.7% | -2.1% | +0.4% | -1.6% |
| 3M | +4.9% | -1.6% | +6.5% | +4.9% |
| 6M | +45.5% | -25.5% | +71.0% | +48.1% |
| YTD | +26.1% | -11.4% | +37.5% | +24.2% |
| 1Y | +31.7% | +48.6% | -16.9% | +21.7% |
| 3Y | -12.1% | +166.9% | -179.0% | -24.3% |
| All | -12.1% | +165.9% | -177.9% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling