+62.0%
SLV vs WDAY
-15.6%
+77.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -1.9% |
| 7D | -0.3% | -4.4% | +4.0% | -0.9% |
| 30D | +6.7% | +14.7% | -8.1% | +9.3% |
| 3M | -10.7% | +32.4% | -43.1% | -6.4% |
| 6M | -20.6% | +36.9% | -57.5% | -14.4% |
| YTD | -7.1% | -8.8% | +1.7% | -0.7% |
| 1Y | +62.0% | -15.3% | +77.3% | +72.3% |
| All | +62.0% | -15.6% | +77.6% | +72.3% |
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