+162.0%
SLV vs CDW
+933.5%
-771.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | -0.1% |
| 7D | +5.1% | +2.1% | +3.0% | +4.9% |
| 30D | -12.9% | +14.7% | -27.7% | -13.6% |
| 3M | -16.1% | +11.1% | -27.2% | -16.7% |
| 6M | -33.2% | +45.6% | -78.7% | -34.8% |
| YTD | -27.2% | +17.1% | -44.3% | -28.3% |
| 1Y | +7.6% | +13.2% | -5.5% | +6.4% |
| 3Y | +122.3% | -22.2% | +144.5% | +125.0% |
| 5Y | +109.7% | -10.1% | +119.8% | +108.1% |
| 10Y | +168.4% | +307.0% | -138.5% | +153.7% |
| All | +162.0% | +933.5% | -771.5% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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