+239.3%
SLV vs WAT
+916.0%
-676.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +5.1% | -1.1% | +6.2% | +5.2% |
| 30D | -12.9% | +5.0% | -17.9% | -13.6% |
| 3M | -16.1% | +14.5% | -30.6% | -17.8% |
| 6M | -33.2% | +30.9% | -64.1% | -36.0% |
| YTD | -27.2% | +20.5% | -47.7% | -29.8% |
| 1Y | +7.6% | +23.3% | -15.7% | +3.5% |
| 3Y | +122.3% | +81.5% | +40.9% | +97.6% |
| 5Y | +109.7% | +33.4% | +76.3% | +93.1% |
| 10Y | +168.4% | +231.5% | -63.1% | +104.3% |
| All | +239.3% | +916.0% | -676.6% | +89.7% |
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