+333.1%
SLV vs WAB
+1,544.1%
-1,211.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -0.3% | -3.2% | +2.9% | +0.2% |
| 30D | +6.7% | -4.4% | +11.1% | +7.5% |
| 3M | -10.7% | +7.9% | -18.5% | -11.9% |
| 6M | -20.6% | +8.7% | -29.3% | -21.8% |
| YTD | -7.1% | +33.0% | -40.1% | -11.2% |
| 1Y | +62.0% | +46.7% | +15.3% | +52.6% |
| 3Y | +169.8% | +153.0% | +16.8% | +133.4% |
| 5Y | +161.5% | +222.3% | -60.8% | +116.6% |
| 10Y | +224.4% | +291.0% | -66.6% | +149.3% |
| All | +333.1% | +1,544.1% | -1,211.0% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling