+1,997.9%
WST vs PSLV
+115.4%
+1,882.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -0.3% | +2.7% | -2.9% | -0.5% |
| 30D | -4.6% | +3.5% | -8.1% | -4.9% |
| 3M | +5.7% | +0.3% | +5.4% | +5.5% |
| 6M | +37.6% | -21.0% | +58.6% | +39.7% |
| YTD | +23.0% | -8.9% | +32.0% | +21.9% |
| 1Y | +33.8% | +54.0% | -20.1% | +25.4% |
| 3Y | -13.4% | +175.4% | -188.8% | -23.8% |
| 5Y | -27.0% | +157.7% | -184.6% | -35.9% |
| 10Y | +324.5% | +184.9% | +139.6% | +265.1% |
| All | +1,997.9% | +115.4% | +1,882.5% | +1,547.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling