+175.9%
SLV vs W
+268.4%
-92.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +2.4% |
| 7D | +5.6% | +3.3% | +2.3% | +5.4% |
| 30D | -12.1% | +10.5% | -22.6% | -12.8% |
| 3M | -16.3% | +9.6% | -25.9% | -16.9% |
| 6M | -34.1% | +76.4% | -110.4% | -37.1% |
| YTD | -25.3% | +16.4% | -41.7% | -26.9% |
| 1Y | +9.6% | +9.3% | +0.3% | +7.5% |
| 3Y | +132.7% | +172.8% | -40.1% | +110.6% |
| 5Y | +113.7% | -53.4% | +167.0% | +102.7% |
| 10Y | +175.9% | +243.6% | -67.8% | +113.7% |
| All | +175.9% | +268.4% | -92.6% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling