+216.5%
SLV vs WBD
+15.6%
+200.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -5.4% |
| 7D | -5.0% | -0.6% | -4.4% | -5.0% |
| 30D | -1.8% | +4.2% | -6.0% | -2.1% |
| 3M | -0.3% | +7.5% | -7.8% | -0.8% |
| 6M | -28.2% | +1.6% | -29.8% | -28.3% |
| YTD | -10.7% | -2.2% | -8.6% | -10.7% |
| 1Y | +53.7% | +124.9% | -71.2% | +44.9% |
| 3Y | +173.7% | +149.1% | +24.6% | +151.2% |
| 5Y | +161.5% | +7.8% | +153.6% | +146.4% |
| All | +216.5% | +15.6% | +200.8% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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