+122.3%
SLV vs WAB
+157.8%
-35.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.8% |
| 7D | +5.1% | +1.4% | +3.7% | +4.5% |
| 30D | -12.9% | +0.4% | -13.3% | -13.1% |
| 3M | -16.1% | -3.8% | -12.2% | -15.0% |
| 6M | -33.2% | +5.1% | -38.2% | -34.8% |
| YTD | -27.2% | +33.3% | -60.6% | -34.0% |
| 1Y | +7.6% | +39.8% | -32.2% | -3.5% |
| 3Y | +122.3% | +161.1% | -38.7% | +51.3% |
| All | +122.3% | +157.8% | -35.4% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling