+58.3%
SLV vs WDAY
-19.6%
+77.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -1.4% |
| 7D | +2.5% | -6.1% | +8.6% | +1.7% |
| 30D | +3.3% | +3.7% | -0.4% | +4.2% |
| 3M | -3.6% | +29.6% | -33.2% | +1.0% |
| 6M | -21.8% | +23.3% | -45.2% | -17.0% |
| YTD | -7.8% | -13.3% | +5.4% | -2.1% |
| 1Y | +58.3% | -19.6% | +77.9% | +67.1% |
| All | +58.3% | -19.6% | +77.9% | +67.1% |
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