+333.1%
SLV vs BWA
+525.6%
-192.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.6% |
| 7D | -0.3% | +5.7% | -6.0% | -1.2% |
| 30D | +6.7% | +1.4% | +5.3% | +6.4% |
| 3M | -10.7% | -12.1% | +1.4% | -8.9% |
| 6M | -20.6% | +28.6% | -49.2% | -23.4% |
| YTD | -7.1% | +51.1% | -58.2% | -12.6% |
| 1Y | +62.0% | +55.9% | +6.1% | +51.8% |
| 3Y | +169.8% | +70.1% | +99.7% | +146.9% |
| 5Y | +161.5% | +90.7% | +70.8% | +132.1% |
| 10Y | +224.4% | +154.0% | +70.4% | +165.4% |
| All | +333.1% | +525.6% | -192.5% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling