+235.3%
SLV vs WAB
+282.7%
-47.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.5% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | +2.2% | -4.6% | +6.8% | +3.0% |
| 3M | +2.9% | +5.6% | -2.7% | +1.8% |
| 6M | -22.4% | +13.8% | -36.2% | -24.1% |
| YTD | -5.7% | +31.9% | -37.6% | -9.6% |
| 1Y | +63.3% | +48.3% | +15.1% | +54.0% |
| 3Y | +189.0% | +167.1% | +21.9% | +152.1% |
| 5Y | +172.7% | +222.9% | -50.2% | +131.1% |
| 10Y | +235.3% | +289.9% | -54.6% | +166.7% |
| All | +235.3% | +282.7% | -47.4% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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