+165.7%
SLV vs WDAY
-29.2%
+194.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -1.0% |
| 7D | -0.3% | -4.4% | +4.0% | -0.2% |
| 30D | +6.7% | +14.7% | -8.1% | +6.0% |
| 3M | -10.7% | +32.4% | -43.1% | -12.0% |
| 6M | -20.6% | +36.9% | -57.5% | -21.9% |
| YTD | -7.1% | -8.8% | +1.7% | -4.5% |
| 1Y | +62.0% | -15.3% | +77.3% | +67.6% |
| 3Y | +169.8% | -21.2% | +191.0% | +176.4% |
| All | +165.7% | -29.2% | +194.9% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling