+218.9%
SLV vs WAT
+153.6%
+65.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +3.3% | -1.0% | +4.2% | +3.4% |
| 3M | -3.6% | +10.9% | -14.5% | -4.7% |
| 6M | -21.8% | +33.2% | -55.0% | -24.4% |
| YTD | -7.8% | +6.1% | -13.9% | -8.9% |
| 1Y | +58.3% | +30.2% | +28.0% | +52.7% |
| 3Y | +182.6% | +52.9% | +129.7% | +164.7% |
| 5Y | +167.8% | -5.1% | +172.9% | +160.2% |
| 10Y | +218.9% | +152.6% | +66.2% | +183.9% |
| All | +218.9% | +153.6% | +65.2% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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