+185.6%
SLV vs W
+210.4%
-24.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +5.1% | -3.6% | +8.7% | +5.3% |
| 30D | -12.9% | +7.0% | -19.9% | -13.3% |
| 3M | -16.1% | +7.4% | -23.4% | -16.5% |
| 6M | -33.2% | +69.3% | -102.5% | -35.6% |
| YTD | -27.2% | +11.3% | -38.5% | -28.4% |
| 1Y | +7.6% | +13.2% | -5.6% | +5.7% |
| 3Y | +122.3% | +142.0% | -19.7% | +105.6% |
| 5Y | +109.7% | -54.6% | +164.3% | +99.7% |
| 10Y | +168.4% | +243.7% | -75.3% | +130.9% |
| All | +185.6% | +210.4% | -24.8% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling