+10.3%
SLV vs WDAY
-14.6%
+25.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +5.4% |
| 7D | -3.9% | -1.2% | -2.6% | -4.0% |
| 30D | -14.5% | +6.8% | -21.3% | -13.7% |
| 3M | -12.4% | +17.8% | -30.2% | -9.9% |
| 6M | -28.5% | +57.8% | -86.3% | -21.3% |
| YTD | -26.8% | -6.0% | -20.8% | -19.2% |
| 1Y | +10.3% | -13.5% | +23.9% | +20.3% |
| All | +10.3% | -14.6% | +25.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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