+218.9%
SLV vs BWA
+142.9%
+75.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +2.5% | +4.3% | -1.8% | +1.7% |
| 30D | +3.3% | -2.9% | +6.2% | +3.7% |
| 3M | -3.6% | -12.4% | +8.8% | -1.4% |
| 6M | -21.8% | +28.6% | -50.4% | -24.6% |
| YTD | -7.8% | +48.2% | -56.1% | -13.0% |
| 1Y | +58.3% | +50.9% | +7.4% | +48.9% |
| 3Y | +182.6% | +72.2% | +110.4% | +158.4% |
| 5Y | +167.8% | +91.1% | +76.7% | +138.0% |
| 10Y | +218.9% | +144.0% | +74.8% | +160.0% |
| All | +218.9% | +142.9% | +75.9% | +160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling