+167.8%
SLV vs BBWI
-66.8%
+234.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.6% |
| 7D | +2.5% | +1.6% | +0.9% | +2.4% |
| 30D | +3.3% | -6.2% | +9.5% | +3.5% |
| 3M | -3.6% | +4.3% | -7.9% | -4.0% |
| 6M | -21.8% | -7.2% | -14.7% | -21.9% |
| YTD | -7.8% | -3.0% | -4.8% | -8.5% |
| 1Y | +58.3% | -30.8% | +89.0% | +59.6% |
| 3Y | +182.6% | -43.4% | +226.0% | +186.4% |
| 5Y | +167.8% | -66.7% | +234.5% | +172.4% |
| All | +167.8% | -66.8% | +234.6% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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