+164.7%
SLV vs W
+228.8%
-64.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -3.2% |
| 7D | +3.7% | +1.1% | +2.6% | +3.6% |
| 30D | -15.2% | +6.4% | -21.6% | -15.6% |
| 3M | -21.8% | +9.0% | -30.7% | -22.3% |
| 6M | -36.3% | +69.8% | -106.2% | -39.1% |
| YTD | -27.8% | +12.1% | -39.9% | -29.2% |
| 1Y | +1.5% | 0.0% | +1.5% | +0.2% |
| 3Y | +128.5% | +160.3% | -31.8% | +107.5% |
| 5Y | +103.2% | -53.3% | +156.5% | +92.9% |
| 10Y | +164.7% | +217.0% | -52.3% | +106.8% |
| All | +164.7% | +228.8% | -64.1% | +106.8% |
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