+218.9%
SLV vs W
+146.2%
+72.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +2.5% | +6.5% | -4.0% | +2.1% |
| 30D | +3.3% | -6.2% | +9.5% | +3.7% |
| 3M | -3.6% | +48.9% | -52.5% | -6.7% |
| 6M | -21.8% | +31.2% | -53.0% | -23.8% |
| YTD | -7.8% | -0.4% | -7.4% | -8.8% |
| 1Y | +58.3% | +14.8% | +43.4% | +54.8% |
| 3Y | +182.6% | +40.5% | +142.1% | +165.4% |
| 5Y | +167.8% | -62.1% | +229.9% | +157.6% |
| 10Y | +218.9% | +141.5% | +77.3% | +158.1% |
| All | +218.9% | +146.2% | +72.6% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded W 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling