+218.9%
SLV vs WDAY
+109.7%
+109.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.4% |
| 7D | +2.5% | -6.1% | +8.6% | +3.0% |
| 30D | +3.3% | +3.7% | -0.4% | +2.8% |
| 3M | -3.6% | +29.6% | -33.2% | -6.0% |
| 6M | -21.8% | +23.3% | -45.2% | -23.6% |
| YTD | -7.8% | -13.3% | +5.4% | -6.6% |
| 1Y | +58.3% | -19.6% | +77.9% | +61.4% |
| 3Y | +182.6% | -25.7% | +208.3% | +186.6% |
| 5Y | +167.8% | -31.6% | +199.4% | +167.4% |
| 10Y | +218.9% | +109.9% | +108.9% | +189.8% |
| All | +218.9% | +109.7% | +109.2% | +189.8% |
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