+62.0%
SLV vs BWA
+59.1%
+2.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.5% |
| 7D | -0.3% | +5.7% | -6.0% | -2.9% |
| 30D | +6.7% | +1.4% | +5.3% | +5.8% |
| 3M | -10.7% | -12.1% | +1.4% | -5.7% |
| 6M | -20.6% | +28.6% | -49.2% | -27.7% |
| YTD | -7.1% | +51.1% | -58.2% | -22.6% |
| 1Y | +62.0% | +55.9% | +6.1% | +36.3% |
| All | +62.0% | +59.1% | +2.9% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling