+5.1%
SLV vs WAT
+27.0%
-21.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.0% |
| 7D | +5.6% | +6.0% | -0.4% | +4.7% |
| 30D | -12.1% | +9.9% | -22.0% | -13.3% |
| 3M | -16.3% | +17.2% | -33.4% | -18.2% |
| 6M | -34.1% | +34.2% | -68.3% | -36.5% |
| YTD | -25.3% | +25.5% | -50.8% | -29.1% |
| All | +5.1% | +27.0% | -21.9% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling