+264.5%
SLV vs W
+176.2%
+88.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | -0.3% | -4.2% | +3.8% | -0.1% |
| 30D | +6.7% | -7.6% | +14.3% | +7.2% |
| 3M | -10.7% | +37.2% | -47.9% | -12.8% |
| 6M | -20.6% | +26.3% | -46.9% | -22.2% |
| YTD | -7.1% | -1.0% | -6.2% | -7.9% |
| 1Y | +62.0% | +20.1% | +41.9% | +58.6% |
| 3Y | +169.8% | +37.8% | +132.0% | +156.0% |
| 5Y | +161.5% | -63.7% | +225.1% | +151.8% |
| 10Y | +224.4% | +156.3% | +68.1% | +181.2% |
| All | +264.5% | +176.2% | +88.3% | +225.0% |
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