+333.1%
SLV vs WAT
+808.9%
-475.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | -1.3% | +0.9% | -0.1% |
| 30D | +6.7% | +2.3% | +4.3% | +6.3% |
| 3M | -10.7% | +8.7% | -19.4% | -11.8% |
| 6M | -20.6% | +28.3% | -48.9% | -23.8% |
| YTD | -7.1% | +7.8% | -14.9% | -8.8% |
| 1Y | +62.0% | +36.6% | +25.4% | +53.1% |
| 3Y | +169.8% | +45.7% | +124.1% | +148.0% |
| 5Y | +161.5% | -3.3% | +164.8% | +153.2% |
| 10Y | +224.4% | +162.1% | +62.3% | +156.7% |
| All | +333.1% | +808.9% | -475.8% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling