+164.7%
SLV vs WAB
+288.7%
-124.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.7% |
| 7D | +3.7% | +4.0% | -0.4% | +2.9% |
| 30D | -15.2% | +6.3% | -21.5% | -16.0% |
| 3M | -21.8% | +3.3% | -25.0% | -22.2% |
| 6M | -36.3% | +14.5% | -50.8% | -37.9% |
| YTD | -27.8% | +42.7% | -70.5% | -31.8% |
| 1Y | +1.5% | +45.2% | -43.7% | -4.3% |
| 3Y | +128.5% | +173.8% | -45.2% | +97.6% |
| 5Y | +103.2% | +223.8% | -120.5% | +70.9% |
| 10Y | +164.7% | +280.5% | -115.8% | +108.1% |
| All | +164.7% | +288.7% | -124.0% | +108.1% |
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