+122.3%
SLV vs WDAY
-11.7%
+134.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.3% |
| 7D | +5.1% | -2.5% | +7.6% | +5.0% |
| 30D | -12.9% | +4.7% | -17.6% | -12.7% |
| 3M | -16.1% | +13.3% | -29.4% | -15.4% |
| 6M | -33.2% | +57.3% | -90.5% | -31.3% |
| YTD | -27.2% | -10.2% | -17.1% | -23.6% |
| 1Y | +7.6% | -14.1% | +21.7% | +13.1% |
| 3Y | +122.3% | -11.7% | +134.0% | +127.4% |
| All | +122.3% | -11.7% | +134.0% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling