+182.0%
SLV vs W
+211.1%
-29.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.1% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | -15.6% | +3.2% | -18.9% | -15.9% |
| 3M | -23.6% | +8.3% | -31.9% | -24.1% |
| 6M | -42.6% | +84.3% | -126.9% | -45.3% |
| YTD | -30.0% | +11.0% | -41.0% | -31.3% |
| 1Y | -6.6% | -0.2% | -6.4% | -7.8% |
| 3Y | +121.8% | +157.9% | -36.1% | +101.6% |
| 5Y | +92.7% | -56.8% | +149.4% | +83.7% |
| All | +182.0% | +211.1% | -29.1% | +119.6% |
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