-24.0%
WST vs PSLV
+148.4%
-172.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.5% | +2.7% |
| 7D | +0.4% | -4.9% | +5.3% | +0.9% |
| 30D | -2.0% | -1.9% | -0.1% | -1.9% |
| 3M | +4.1% | +4.2% | -0.1% | +3.3% |
| 6M | +47.4% | -27.6% | +75.0% | +52.1% |
| YTD | +25.4% | -11.7% | +37.1% | +22.5% |
| 1Y | +35.3% | +49.3% | -14.0% | +19.1% |
| 3Y | -11.7% | +167.1% | -178.8% | -32.6% |
| 5Y | -24.0% | +151.7% | -175.7% | -46.7% |
| All | -24.0% | +148.4% | -172.4% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling