+182.0%
SLV vs WDAY
+129.5%
+52.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -3.9% | -4.8% | +0.9% | -3.5% |
| 30D | -15.6% | +2.5% | -18.1% | -15.8% |
| 3M | -23.6% | +8.8% | -32.4% | -24.3% |
| 6M | -42.6% | +60.7% | -103.3% | -45.1% |
| YTD | -30.0% | -11.2% | -18.7% | -29.2% |
| 1Y | -6.6% | -15.6% | +9.0% | -5.2% |
| 3Y | +121.8% | -17.1% | +138.9% | +122.3% |
| 5Y | +92.7% | -35.7% | +128.3% | +93.8% |
| All | +182.0% | +129.5% | +52.5% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling