+184.2%
SLV vs WAB
+162.1%
+22.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.3% | -3.2% | +2.9% | +0.7% |
| 30D | +6.7% | -4.4% | +11.1% | +8.3% |
| 3M | -10.7% | +7.9% | -18.5% | -13.4% |
| 6M | -20.6% | +8.7% | -29.3% | -23.4% |
| YTD | -7.1% | +33.0% | -40.1% | -15.2% |
| 1Y | +62.0% | +46.7% | +15.3% | +44.4% |
| All | +184.2% | +162.1% | +22.1% | +124.3% |
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