+175.0%
SLV vs W
+209.7%
-34.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.1% |
| 7D | -3.9% | -1.7% | -2.2% | -3.8% |
| 30D | -15.6% | +3.2% | -18.9% | -15.8% |
| 3M | -23.6% | +8.3% | -31.9% | -24.0% |
| 6M | -42.6% | +84.3% | -126.9% | -44.9% |
| YTD | -30.0% | +11.0% | -41.0% | -31.1% |
| 1Y | -6.6% | -0.2% | -6.4% | -7.7% |
| 3Y | +121.8% | +157.9% | -36.1% | +104.6% |
| 5Y | +92.7% | -56.8% | +149.4% | +83.9% |
| 10Y | +174.0% | +212.2% | -38.2% | +135.7% |
| All | +175.0% | +209.7% | -34.7% | +143.3% |
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