+167.8%
SLV vs WAB
+231.1%
-63.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | +2.5% | +1.7% | +0.8% | +2.0% |
| 30D | +3.3% | -2.4% | +5.7% | +4.0% |
| 3M | -3.6% | +9.7% | -13.3% | -6.5% |
| 6M | -21.8% | +16.5% | -38.3% | -25.3% |
| YTD | -7.8% | +33.7% | -41.6% | -14.8% |
| 1Y | +58.3% | +49.7% | +8.6% | +42.6% |
| 3Y | +182.6% | +170.9% | +11.6% | +121.5% |
| 5Y | +167.8% | +228.0% | -60.3% | +97.2% |
| All | +167.8% | +231.1% | -63.3% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling