+5.1%
SLV vs WDAY
-15.4%
+20.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.5% |
| 7D | +5.6% | -4.0% | +9.6% | +5.1% |
| 30D | -12.1% | +1.9% | -14.1% | -11.8% |
| 3M | -16.3% | +5.9% | -22.2% | -15.1% |
| 6M | -34.1% | +48.8% | -82.9% | -27.8% |
| YTD | -25.3% | -11.4% | -13.8% | -19.2% |
| All | +5.1% | -15.4% | +20.5% | +12.2% |
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